midasr (version 0.5)

update_weights: Updates weights in MIDAS regression formula

Description

Updates weights in a expression with MIDAS term

Usage

update_weights(expr, tb)

Arguments

expr

expression with MIDAS term

tb

a named list with redefined weights

Value

an expression with changed weights

Details

For a MIDAS term fmls(x, 6, 1, nealmon) change weight nealmon to another weight.

Examples

update_weights(y~trend+mls(x,0:7,4,nealmon)+mls(z,0:16,12,nealmon),list(x = "nbeta", z = ""))