[R] generating phi using function()
Jim Lemon
drjimlemon at gmail.com
Mon Mar 30 01:08:03 CEST 2015
Hi T.,
Your translation of the formula looks okay, and the error message is about
a missing argument. Perhaps you have not included the necessary arguments
to "phi" in the call to "mls".
Jim
On Sun, Mar 29, 2015 at 11:59 PM, T.Riedle <tr206 at kent.ac.uk> wrote:
> Hi everybody,
> I am trying to generate the formula shown in the attachment. My formula so
> far looks as follows:
>
> phi <- function(w1, w2, j, k, K){
> zaehler <- (k/K)^(w1-1)*(1-k/K)^(w2-1)
> nenner <- sum( ((1:K)/K)^(w1-1)*(1-(1:K)/K)^(w2-1))
> return( zaehler/nenner )
> }
>
> Unfortunately something must be wrong here as I get the following message
> when running a midas regression
>
> m22.phi<- midas_r(rv~mls(rvh,1:max.lag+h1,1,phi), start = list(rvh=c(1,1)))
> Error in phi(c(1, 1), 44L, 1) : argument "K" is missing, with no default
> Called from: .rs.breakOnError(TRUE)
> Browse[1]> K<-125
> Browse[1]> 125
>
> Could anybody look into my phi formula and tell me what is wrong with it?
>
> Thanks in advance.
>
>
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