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midasr: Mixed Data Sampling Regression

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

Version: 0.8
Depends: R (≥ 2.11.0), sandwich, optimx, quantreg
Imports: MASS, numDeriv, Matrix, forecast, zoo, stats, graphics, utils, Formula, texreg, methods
Suggests: testthat, lubridate, xts
Published: 2021-02-23
Author: Virmantas Kvedaras, Vaidotas Zemlys-Balevicius
Maintainer: Vaidotas Zemlys-Balevičius <zemlys at gmail.com>
BugReports: https://github.com/mpiktas/midasr/issues
License: GPL-2 | MIT + file LICENCE
URL: http://mpiktas.github.io/midasr/
NeedsCompilation: no
Citation: midasr citation info
Materials: README NEWS
In views: Econometrics
CRAN checks: midasr results

Documentation:

Reference manual: midasr.pdf

Downloads:

Package source: midasr_0.8.tar.gz
Windows binaries: r-devel: midasr_0.8.zip, r-release: midasr_0.8.zip, r-oldrel: midasr_0.8.zip
macOS binaries: r-release (arm64): midasr_0.8.tgz, r-oldrel (arm64): midasr_0.8.tgz, r-release (x86_64): midasr_0.8.tgz, r-oldrel (x86_64): midasr_0.8.tgz
Old sources: midasr archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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