Mixed Data Sampling Regression
Overview
Methods and tools for mixed frequency time series data analysis. Allows estimation, model selection and forecasting for MIDAS regressions.
- Bugfix release to accomodate links in help pages
From NEWS in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 94 (1 internal)includes a package overview page
- Examples that run
- 90%36 run in a plain check · 4 hold no code
- Exported functions with examples
- 48%
- Documented parameters
- 98%
- Return-value docs
- 100%
- Help pages citing references
- 12%
Also includes 8 demo scripts (run with demo())
Downloads
Repository
- PRs merged (all time)
- 91%
- Median days to close, 50 most recently updated closed issues
- 15
- Median days to close, 50 most recently updated closed PRs
- 1
Stars over time
Forks over time
Releases over time
Issues over time
PRs over time
8 development-tooling and community-health practices detected across 5 families in the upstream repository
Checks run against github.com/mpiktas/midasr on 2026-10-21.
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
GitHub Pages site last deployed 2019-01-02
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Dependencies
Code & Tests
Datasets
People & History
Maintainer since 0.1 (2013)
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- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 0.9Latest
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- 0.82021-02-23 · diff ↗
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 0.72019-03-05 · diff ↗ ·
removed 1 export
midas_r_simpleadded 18 exports
extract.midas_r, lstr, midas_lstr_plain, midas_lstr_sim, midas_mmm_plain, midas_mmm_sim, midas_nlpr, midas_pl_plain, midas_pl_sim, midas_qr, midas_r_plain, midas_si_plain, midas_si_sim, midas_sp, mlsd, mmm, plot_lstr, plot_sp - RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- 0.62016-08-08 · diff ↗
- RR 3.3.0 released · 2016-05-03
- 0.5
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- RR 3.2.0 released · 2015-04-16
- 0.42015-03-10 · diff ↗ ·
removed 20 exports
almonp.gradient, forecast.midas_r, gompertzp.gradient, hAh.test, hAhr.test, harstep.gradient, lcauchyp.gradient, midas.auto.sim, midas.sim, midas_coef, mls_coef, nakagamip.gradient, nbeta.gradient, nbetaMT.gradient, nealmon.gradient, polystep.gradient, simplearma.sim, weight_coef, weight_names, weight_paramadded 16 exports
almonp_gradient, gompertzp_gradient, hAh_test, hAhr_test, harstep_gradient, lcauchyp_gradient, midas_auto_sim, midas_sim, nakagamip_gradient, nbetaMT_gradient, nbeta_gradient, nealmon_gradient, plot_midas_coef, polystep_gradient, simulate, update_weights - 0.3
- RR 3.1.0 released · 2014-04-10
- 0.22014-01-07 · diff ↗
- 0.12013-10-10
- RR 3.0.0 released · 2013-04-03
Package metadata
- First published
- 2013-10-10
- Total releases
- 9 / 13 yrs
- License
- GPL-2 | MIT + file LICENCE OSI · relicensed from MIT + file LICENCE in 0.3
- Minimum R
- ≥ 2.11.0
- Bundled data
- 71 KB / 8 files
- Download size
- 172 KB
Cite
Cite this package
Run in R for the authors' entry:
citation("midasr")The package provides a citation file, so citation() returns the authors' own entry.
It points to 10.18637/jss.v072.i04.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
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.