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midasr (version 0.5)
polystep_gradient: Gradient of step function specification for MIDAS weights
Description
Gradient of step function specification for MIDAS weights
Usage
polystep_gradient(p, d, m, a)
Arguments
p
vector of parameters
d
number of coefficients
m
the frequency ratio, currently ignored
a
vector of increasing positive integers indicating the steps
Value
vector of coefficients