midasr (version 0.2)

nbeta: Normalized beta probability density function MIDAS weights specification Calculate MIDAS weights according to normalized beta probability density function specification

Description

Normalized beta probability density function MIDAS weights specification Calculate MIDAS weights according to normalized beta probability density function specification

Usage

nbeta(p, d, m)

Arguments

p

parameters for normalized beta probability density function

d

number of coefficients

m

the frequency ratio, currently ignored

Value

• vector of coefficients