nbetaMT function

Normalized beta probability density function MIDAS weights specification (MATLAB toolbox compatible)

Calculate MIDAS weights according to normalized beta probability density function specification. Compatible with the specification in MATLAB toolbox.

nbetaMT(p, d, m)

Arguments

• p: parameters for normalized beta probability density function
• d: number of coefficients
• m: the frequency ratio, currently ignored

Returns

vector of coefficients

Author(s)

Virmantas Kvedaras, Vaidotas Zemlys