nakagamip

parameters for normalized Nakagami probability density function


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


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

Vaidotas Zemlys

midasr

Mixed Data Sampling Regression

nakagamip function

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

nakagamip: Normalized Nakagami probability density function MIDAS weights specification Calculate MIDAS weights according to normalized Nakagami probability density function specification

Description

Usage

Arguments

Value