midasr (version 0.7)

midas_mmm_plain: MMM (Mean-Min-Max) MIDAS regression

Description

Function for fitting MMM MIDAS regression without the formula interface

Usage

midas_mmm_plain(y, X, z = NULL, weight, start_mmm, start_x,
  start_z = NULL, method = c("Nelder-Mead"), ...)

Arguments

y

model response

X

prepared matrix of high frequency variable lags for MMM term

z

additional low frequency variables

weight

the weight function

start_mmm

the starting values for MMM term

start_x

the starting values for weight function

start_z

the starting values for additional low frequency variables

method

a method passed to optimx

...

additional parameters to optimx

Value

an object similar to midas_r object