deriv_tests function

Check whether non-linear least squares restricted MIDAS regression problem has converged

Computes the gradient and hessian of the optimisation function of restricted MIDAS regression and checks whether the conditions of local optimum are met. Numerical estimates are used.

deriv_tests(x, tol = 1e-06)

## S3 method for class 'midas_r'
deriv_tests(x, tol = 1e-06)

Arguments

• x: midas_r object
• tol: a tolerance, values below the tolerance are considered zero

Returns

a list with gradient, hessian of optimisation function and convergence message

See Also

midas_r

Author(s)

Vaidotas Zemlys