R Observatory: Metrics for rumidas version 0.1.3

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

rumidas

0.1.3Package record

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

2packages depend

3.7Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Vincenzo CandilaCRAN 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.

Changes in 0.1.3

Fixed bugs.
Introduced the GM with two low-frequency variables ("GM2M").

From NEWS.md in the release

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. 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-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). 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: 2.2 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-08-04
NOTE12 OK, 1 NOTE2026-08-01
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.1.3

READMENoVignettesNoNEWSYes · 100% structured · mentions 0.1.3Citation fileYes · computed when R runs itWebsitenot declared in DESCRIPTION

Help pages: 73 (62 internal)
Examples that run: 10%6 run in a plain check · 53 only when donttest examples are enabled (R CMD check --as-cran) · 2 hold no code
Exported functions with examples: 89%
Documented parameters: 98%
Return-value docs: 97%
Help pages citing references: 89% with a bibliography file

How these are measured

Downloads

3.7K

CRAN downloads in the past year

Rank #15,177 · ~10/day · ~311/mo

Releases R versions

Daily download trend is not available in this view yet.

32430 days

79590 days

3.7K1 year

Compare downloads with other packages →

Also on79 r2u4 autocran

How downloads are counted

Dependencies

Declared dependencies

10 external dependencies (excludes base and recommended)

Installing rumidas adds 22 packages (15 with compiled code, 12 MB of source tarballs). Heaviest: Rcpp 1.8 MB, sandwich 1.4 MB, rbibutils 1.1 MB.

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

Imports 2

Depends, Imports or LinkingTo, most downloaded first

dccmidas PWEV

How these are counted

Code & Tests

Datasets

People & History

People (1)

Vincenzo Candila

Author, Maintainer since 0.1.0 (2020)

Releases (4)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
0.1.3Latest
record
2025-03-18 · current release · diff ↗ ·
added 6 exports
GM_2M_cond_vol, GM_2M_cond_vol_no_skew, GM_2M_loglik, GM_2M_loglik_no_skew, GM_2M_long_run_vol, GM_2M_long_run_vol_no_skew
R
R 4.4.0 released · 2024-04-24
0.1.2
record
2024-02-17 · diff ↗ ·
added 6 exports
DAGM_2M_cond_vol, DAGM_2M_cond_vol_no_skew, DAGM_2M_loglik, DAGM_2M_loglik_no_skew, DAGM_2M_long_run, DAGM_2M_long_run_no_skew
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
record
2021-02-01 · diff ↗ ·
added 24 exports
DAGM_X_cond_vol, DAGM_X_cond_vol_no_skew, DAGM_X_loglik, DAGM_X_loglik_no_skew, DAGM_X_long_run_vol, DAGM_X_long_run_vol_no_skew, GM_X_cond_vol, GM_X_cond_vol_no_skew, GM_X_loglik, GM_X_loglik_no_skew, GM_X_long_run_vol, GM_X_long_run_vol_no_skew, MEM_MIDAS_X_loglik, MEM_MIDAS_X_loglik_no_skew, MEM_MIDAS_X_lr_pred, MEM_MIDAS_X_lr_pred_no_skew, MEM_MIDAS_X_pred, MEM_MIDAS_X_pred_no_skew, MEM_X_loglik, MEM_X_loglik_no_skew, MEM_X_pred, MEM_X_pred_no_skew, exp_almon, multi_step_ahead_pred
0.1.0
record
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

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("rumidas")

The package provides a citation file that builds its entry when R runs it. Run citation() to see it.

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 v2026-10-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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