midasr: Mixed Data Sampling Regression (original) (raw)
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 |
| DOI: | 10.32614/CRAN.package.midasr |
| Author: | Virmantas Kvedaras, Vaidotas Zemlys-Balevicius |
| Maintainer: | Vaidotas Zemlys-Balevičius |
| BugReports: | https://github.com/mpiktas/midasr/issues |
| License: | GPL-2 | MIT + file |
| URL: | http://mpiktas.github.io/midasr/ |
| NeedsCompilation: | no |
| Citation: | midasr citation info |
| Materials: | README |
| In views: | Econometrics |
| CRAN checks: | midasr results |
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