lcauchyp

parameters for normalized log-Cauchy probability density function

the frequency ratio, currently ignored

Normalized log-Cauchy probability density function MIDAS weights specification
Calculate MIDAS weights according to normalized log-Cauchy 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

lcauchyp function

Normalized log-Cauchy probability density function MIDAS weights specification
Calculate MIDAS weights according to normalized log-Cauchy probability density function specification — lcauchyp

Normalized log-Cauchy probability density function MIDAS weights specification
Calculate MIDAS weights according to normalized log-Cauchy probability density function specification

lcauchyp: Normalized log-Cauchy probability density function MIDAS weights specification Calculate MIDAS weights according to normalized log-Cauchy probability density function specification

Description

Usage

Arguments

Value