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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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CRAN Check Status

14 OK
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Flavor Status
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 10, 2026

Dependency Network

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

Version History

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