deriv_tests

deriv_tests.midas_r

<code><a rd-options="" href="/link/midas_r?package=midasr&version=0.5" data-mini-rdoc="midasr::midas_r">midas_r</a></code> object

a tolerance, values below the tolerance are considered zero


Computes the gradient and hessian of the optimisation function of restricted MIDAS regression and checks whether the conditions of local optimum are met. Numerical estimates are used.


Methods and tools for mixed frequency time series data analysis. Allows estimation, model selection and forecasting for MIDAS regressions.

deriv_tests: Check whether non-linear least squares restricted MIDAS regression problem has converged

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See Also