midasr (version 0.7)

gompertzp: Normalized Gompertz probability density function MIDAS weights specification

Description

Calculate MIDAS weights according to normalized Gompertz probability density function specification

Usage

gompertzp(p, d, m)

Arguments

p

parameters for normalized Gompertz probability density function

d

number of coefficients

m

the frequency ratio, currently ignored

Value

vector of coefficients