midasr (version 0.7)

lcauchyp_gradient: Gradient function for normalized log-Cauchy probability density function MIDAS weights specification

Description

Calculate gradient function for normalized log-Cauchy probability density function specification of MIDAS weights.

Usage

lcauchyp_gradient(p, d, m)

Arguments

p

parameters for normalized log-Cauchy probability density function

d

number of coefficients

m

the frequency ratio, currently ignored

Value

vector of coefficients