search

mpiktas / midasr

R package for mixed frequency time series data analysis.
http://mpiktas.github.io/midasr/
Other
73 stars 34 forks source link

The restriction function stuff #2

Closed vzemlys closed 11 years ago

vzemlys commented 11 years ago
  1. Require that the first argument of the restriction function is the number of lags.
  2. The second argument should be the parameters, maybe they should be named a la nls?
  3. The rest are additional parameters needed for function.
  4. The number of lags is supplied by embedlf. Pass this to restriction function.