Function for fitting SI MIDAS regression without the formula interface
midas_si_plain(y, X, p.ar = NULL, weight, degree = 1, start_bws,
start_x, start_ar = NULL, method = "Nelder-Mead", ...)model response
prepared matrix of high frequency variable lags for MMM term
length of AR part
the weight function
the degree of local polynomial
the starting values bandwith
the starting values for weight function
the starting values for AR part. Should be the same length as p
a method passed to optim, defaults to Nelder-Mead
additional parameters to optim
an object similar to midas_r object