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bridgr

Bridging Data Frequencies for Timely Economic Forecasts

v0.1.2 · Feb 18, 2026 · MIT + file LICENSE

Description

Implements bridge models for nowcasting and forecasting macroeconomic variables by linking high-frequency indicator variables (e.g., monthly data) to low-frequency target variables (e.g., quarterly GDP). Simplifies forecasting and aggregating indicator variables to match the target frequency, enabling timely predictions ahead of official data releases. For more on bridge models, see Baffigi, A., Golinelli, R., & Parigi, G. (2004) <doi:10.1016/S0169-2070(03)00067-0>, Burri (2023) <https://www5.unine.ch/RePEc/ftp/irn/pdfs/WP23-02.pdf> or Schumacher (2016) <doi:10.1016/j.ijforecast.2015.07.004>.

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CRAN Check Status

14 OK
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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-macos-arm64 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
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 30, 2026
ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 28, 2026
ERROR r-release-windows-x86_64

tests

Running 'testthat.R' [315s]
Running the tests in 'tests/testthat.R' failed.
Complete output:
  > # This file is part of the standard setup for testthat.
  > # It is recommended that you do not modify it.
  > #
  > # Where should you do additional tes
...[truncated]...
 1. └─bridgr::bridge(...) at test-bridge.R:62:3
   2.   └─stats::optim(...)
   3.     └─stats (local) `<fn>`(`<dbl>`)
   4.       └─bridgr (local) fn(par, ...)
  
  [ FAIL 1 | WARN 0 | SKIP 0 | PASS 13 ]
  Error:
  ! Test failures.
  Execution halted
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies magrittr dplyr rlang generics tsbox lubridate forecast xts bridgr

Version History

new 0.1.2 Mar 10, 2026
updated 0.1.2 ← 0.1.1 diff Feb 17, 2026
new 0.1.1 Dec 12, 2024