CRAN/E | midasr

midasr

Mixed Data Sampling Regression

Installation

About

Methods and tools for mixed frequency time series data analysis. Allows estimation, model selection and forecasting for MIDAS regressions.

Citation midasr citation info
mpiktas.github.io/midasr/
Bug report File report

Key Metrics

Version 0.8
R ≥ 2.11.0
Published 2021-02-23 1155 days ago
Needs compilation? no
License GPL-2
License MIT
License LICENCE
CRAN checks midasr results

Downloads

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Last 30 days 554 -14%
Last 90 days 2.062 +22%
Last 365 days 7.022 -5%

Maintainer

Maintainer

Vaidotas Zemlys-Balevičius

zemlys@gmail.com

Authors

Virmantas Kvedaras
Vaidotas Zemlys-Balevicius

Material

README
NEWS
Reference manual
Package source

In Views

Econometrics

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

midasr archive

Depends

R ≥ 2.11.0
sandwich
optimx
quantreg

Imports

MASS
numDeriv
Matrix
forecast
zoo
stats
graphics
utils
Formula
texreg
methods

Suggests

testthat
lubridate
xts