R Observatory: Metrics for rumidas version 0.1.3

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

rumidas

0.1.3

Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS

2packages depend

3.7Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Vincenzo CandilaFirst published 2020-09-224 releasesCRAN page ↗

Adds the MIxing-Data Sampling (MIDAS, Ghysels et al. (2007) doi:10.1080/07474930600972467) components to a variety of GARCH and MEM (Engle (2002) doi:10.1002/jae.683, Engle and Gallo (2006) doi:10.1016/j.jeconom.2005.01.018, and Amendola et al. (2024) doi:10.1016/j.seps.2023.101764) models, with the aim of predicting the volatility with additional low-frequency (that is, MIDAS) terms. The estimation takes place through simple functions, which provide in-sample and (if present) and out-of-sample evaluations. 'rumidas' also offers a summary tool, which synthesizes the main information of the estimated model. There is also the possibility of generating one-step-ahead and multi-step-ahead forecasts.

Install

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

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

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

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-rumidas

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

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-rumidas

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-rumidas

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 2.3 min · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

9

Dependencies · direct

Check history

OK2026-08-04
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 13%
Documented parameters: 98%
Return-value docs: 97%
References docs: 89%

Downloads

3.7K

CRAN downloads in the past year

Rank #10,823 · ~10/day · ~307/mo

Releases R versions

Daily download trend is not available in this view yet.

16530 days

89590 days

3.7K1 year

Compare downloads with other packages →

Also on104 r2u24 autocran

Dependencies

Declared dependencies

10 external dependencies (excludes base and recommended)

Depends (2)

R >= 4.0.0maxLik

Imports (8)

roll xts tseries Rdpack lubridate zoo stats (>= 4.0.2)utils

LinkingTo (0)

none

Suggests (2)

knitr rmarkdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

2direct

0indirect

PWEV dccmidas

Code & Tests

Datasets

People & History

People (1)

Maintainer (1)

Vincenzo Candila

Author, Maintainer

Authors (1)

Vincenzo Candila

Author, Maintainer

Package Timeline

4 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
0.1.3Latest
2025-03-18 · current release · diff ↗
R
R 4.4.0 released · 2024-04-24
0.1.2
2024-02-17 · diff ↗
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
0.1.1
2021-02-01 · diff ↗
0.1.0
2020-09-22
R
R 4.0.0 released · 2020-04-24

Package metadata

First published: 2020-09-22
Total releases: 4 / 6 yrs
License: GPL-3 OSI
Minimum R: ≥ 4.0.0
Bundled data: 151 KB / 4 files
Download size: 276 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("rumidas")

Format

Candila, V. (2025). rumidas: Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS (Version 0.1.3) [Computer software]. https://doi.org/10.32614/CRAN.package.rumidas

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

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 rumidas version 0.1.3 [Data set]. HJJB, LLC. Data release v2026-08-22. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-22, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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