CRAN/E | R Packages from Alex Kostrov

Alex Kostrov

Author of 1 R package

Quick info

Alex Kostrov has worked on 1 package so far. In total, Alex Kostrov has worked with 3 other authors on those packages. Nice teamwork!

Packages overview

midasml

Package details

midasml

Estimation and Prediction Methods for High-Dimensional Mixed Frequency Time Series Data

Jonas Striaukas , Andrii Babii , Eric Ghysels , Alex Kostrov

Colleagues

Jonas Striaukas
Andrii Babii
Eric Ghysels