almonp_gradient function

Gradient function for Almon polynomial MIDAS weights

Calculate gradient for Almon polynomial MIDAS weights specification

almonp_gradient(p, d, m)

Arguments

• p: vector of parameters for Almon polynomial specification
• d: number of coefficients
• m: the frequency ratio, currently ignored

Returns

vector of coefficients

Author(s)

Vaidotas Zemlys