midasr (version 0.2)

lcauchyp.gradient: Gradient function for normalized log-Cauchy probability density function MIDAS weights specification Calculate gradient function for normalized log-Cauchy probability density function specification of MIDAS weights.

Description

Gradient function for normalized log-Cauchy probability density function MIDAS weights specification Calculate gradient function for normalized log-Cauchy probability density function specification of MIDAS weights.

Usage

lcauchyp.gradient(p, d, m)

Arguments

p

parameters for normalized log-Cauchy probability density function

d

number of coefficients

m

the frequency ratio, currently ignored

Value

• vector of coefficients