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mpiktas / midasr

R package for mixed frequency time series data analysis.
http://mpiktas.github.io/midasr/
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User supplied gradient #1

Closed vzemlys closed 11 years ago

vzemlys commented 11 years ago

Add the feature of user supplied gradient. For each restriction gradients must be supplied separately.

vzemlys commented 11 years ago

Supply gradient as a attribute of restriction function. The most consistent approach imho. Saves the problem of dealing with argument issues. Might be frightening for some users. Debugging is a bit of a hassle.