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Computes Beta weighting curves as in Ghysels, Sinko and Valkanov (2007). Handy to self-select specific
time aggregation weighting schemes for input in ctr_agg
using the weights
argument.
weights_beta(n, a = 1:4, b = 1:4, do.normalize = TRUE)
A data.frame
of beta weighting curves per combination of a
and b
. If n = 1
,
all weights are set to 1.
a single numeric
to indicate the lag length (cf., n).
a numeric
as the first parameter (cf., a).
a numeric
as the second parameter (cf., b).
a logical
, if TRUE
weights are normalized to unity.
The Beta weighting abides by following formula:
gamma
function.
Ghysels, Sinko and Valkanov (2007). MIDAS regressions: Further results and new directions. Econometric Reviews 26, 53-90, tools:::Rd_expr_doi("10.1080/07474930600972467").
ctr_agg