R Observatory: Metrics for midasml version 0.1.11

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

midasml

0.1.11Package record

Estimation and Prediction Methods for High-Dimensional Mixed Frequency Time Series Data

0packages depend

9Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Jonas StriaukasCRAN page ↗GitHub ↗Issues ↗

The 'midasml' package implements estimation and prediction methods for high-dimensional mixed-frequency (MIDAS) time-series and panel data regression models. The regularized MIDAS models are estimated using orthogonal (e.g. Legendre) polynomials and sparse-group LASSO (sg-LASSO) estimator. For more information on the 'midasml' approach see Babii, Ghysels, and Striaukas (2021, JBES forthcoming) doi:10.1080/07350015.2021.1899933. The package is equipped with the fast implementation of the sg-LASSO estimator by means of proximal block coordinate descent. High-dimensional mixed frequency time-series data can also be easily manipulated with functions provided in the package.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("midasml", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("jstriaukas/midasml")

Development version from jstriaukas/midasml. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-midasml

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-midasml

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-midasml

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 3.3 min · r-devel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.1.11

READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION

Help pages: 39 (9 internal)includes a package overview page
Examples that run: 78%18 run in a plain check · 5 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples: 100%
Documented parameters: 99%
Return-value docs: 100%
Help pages citing references: 0%

How these are measured

Downloads

9K

CRAN downloads in the past year

Rank #5,313 · ~25/day · ~747/mo

Releases R versions

Daily download trend is not available in this view yet.

62030 days

1.5K90 days

9K1 year

Compare downloads with other packages →

Also on365 r2u5 autocran

How downloads are counted

Repository

jstriaukas/midasml ↗Account: jstriaukas

44Stars

23Forks

3Open issues

1Open PRs

0Releases

118Commits

1Commit identities

sparse-group-lassomachine-learningtime-seriesforecasting-modelsnowcasting-models

118 commits · Last activity 2022-09-29 · 0% stars, 30d · The default branch showed an older version (0.1.10) than CRAN on 2026-10-22

Responsiveness

How these are sampled

PRs merged (all time): 0%
Median days to close, 50 most recently updated closed issues: 2
Median days to close, 50 most recently updated closed PRs: 4

Stars over time

2025-10-01 · 412026-07-07 · 44

How these are measured

PracticesBeta

1 development-tooling and community-health practice detected across 1 family in the upstream repository

Checks run against github.com/jstriaukas/midasml on 2026-10-22.

Git structural (1)

.gitattributes

How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies

6 external dependencies (excludes base and recommended)

Installing midasml adds 13 packages (5 with compiled code, 3.1 MB of source tarballs). Heaviest: randtoolbox 1.4 MB, lubridate 420 KB, cpp11 298 KB.

Depends (2)

R >= 3.5.0Matrix

Imports (9)

doRNG doParallel foreachgraphicsrandtoolbox snowmethodslubridatestats

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

Datasets

People & History

People (5)

Jonas Striaukas

Maintainer since 0.0.1 (2020), Author

Eric Ghysels

Author

Andrii Babii

Author · added in 0.1.0

Jad Beyhum

Author · added in 0.1.11

Alex Kostrov

Contributor · added in 0.1.0

Contributions to analytical gradients for non-linear low-dimensional MIDAS estimation code

Releases (19)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
0.1.11Latest
record
2025-10-09 · current release · diff ↗ ·
added 1 export
fa.sglfit
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
0.1.10
record
2022-04-29 · diff ↗
R
R 4.2.0 released · 2022-04-22
0.1.9-1
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2022-02-15 · diff ↗
0.1.9
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2022-01-10 · diff ↗
0.1.8
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2021-12-16 · diff ↗
0.1.7
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2021-12-08 · diff ↗ ·
added 2 exports
thetafit, tscv.sglfit
0.1.6
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2021-11-30 · diff ↗
0.1.5-1
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2021-05-20 · diff ↗
R
R 4.1.0 released · 2021-05-18
0.1.5
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2021-05-05 · diff ↗
0.1.4
record
2021-04-23 · diff ↗

Show 10 earlier eventsHide 10 earlier events

0.1.3
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2021-04-22 · diff ↗
0.1.2
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2021-04-22 · diff ↗
0.1.0
record
2021-04-14 · diff ↗ ·
removed 6 exports
panel_sgl, reg_sgl, predict.panel_sgl, predict.reg_sgl, apply_transform, pattern:^[[:alpha:]]+

added 8 exports
cv.sglfit, cv.panel.sglfit, ic.sglfit, ic.panel.sglfit, reg.sgl, reg.panel.sgl, sglfit, midas.ardl
0.0.6
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2021-03-13 · diff ↗
0.0.5
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2020-07-05 · diff ↗
0.0.4
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2020-07-05 · diff ↗
0.0.3
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2020-07-03 · diff ↗
0.0.2
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2020-07-01 · diff ↗
0.0.1
record
2020-06-25
R
R 4.0.0 released · 2020-04-24

Package metadata

First published: 2020-06-25
Total releases: 19 / 6 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.5.0
Bundled data: 644 KB / 5 files
Download size: 702 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("midasml")

Format

Striaukas, J., Eric Ghysels, Babii, A., Beyhum, J., & Kostrov, A. (2025). midasml: Estimation and Prediction Methods for High-Dimensional Mixed Frequency Time Series Data (Version 0.1.11) [Computer software]. https://doi.org/10.32614/CRAN.package.midasml

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for midasml version 0.1.11 [Data set]. HJJB, LLC. Data release v2026-10-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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