midasr (version 0.3)

gompertzp: Normalized Gompertz probability density function MIDAS weights specification Calculate MIDAS weights according to normalized Gompertz probability density function specification

Description

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

Usage

gompertzp(p, d, m)

Arguments

p

parameters for normalized Gompertz probability density function

d

number of coefficients

m

the frequency ratio, currently ignored

Value

• vector of coefficients