R: Check whether non-linear least squares restricted MIDAS...
deriv_tests
R Documentation
Check whether non-linear least squares restricted MIDAS regression problem has converged
Description
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.
Usage
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
Value
a list with gradient, hessian of optimisation function and convergence message