mpiktas / midasr

R package for mixed frequency time series data analysis.
http://mpiktas.github.io/midasr/
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Write model selection function for Ghysels schema #17

Closed vzemlys closed 11 years ago

vzemlys commented 11 years ago

Ghysels schema changes weight function for each lag. Create dummy functions for each lag, assign them to the environment and call make_ic_table.