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midasr

Mixed Data Sampling Regression

v0.9 · Apr 7, 2025 · GPL-2 | MIT + file LICENCE
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Description

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

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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
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r-release-macos-arm64 OK
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r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies sandwich optimx quantreg MASS numDeriv Matrix forecast zoo Formula texreg midasr

Version History

10 tracked
new 0.9 Mar 10, 2026
updated 0.9 ← 0.8 diff Apr 6, 2025
updated 0.8 ← 0.7 diff Feb 22, 2021
updated 0.7 ← 0.6 diff Mar 4, 2019
updated 0.6 ← 0.5 diff Aug 7, 2016
updated 0.5 ← 0.4 diff Jul 15, 2015
updated 0.4 ← 0.3 diff Mar 9, 2015
updated 0.3 ← 0.2 diff Apr 29, 2014
updated 0.2 ← 0.1 diff Jan 6, 2014
new 0.1 Oct 9, 2013