midasr (version 0.3)

gompertzp.gradient: Gradient function for normalized Gompertz probability density function MIDAS weights specification Calculate gradient function for normalized Gompertz probability density function specification of MIDAS weights.

Description

Gradient function for normalized Gompertz probability density function MIDAS weights specification Calculate gradient function for normalized Gompertz probability density function specification of MIDAS weights.

Usage

gompertzp.gradient(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