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midasr  

Mixed Data Sampling Regression
View on CRAN: Click here


Download and install midasr package within the R console
Install from CRAN:
install.packages("midasr")

Install from Github:
library("remotes")
install_github("cran/midasr")

Install by package version:
library("remotes")
install_version("midasr", "0.9")



Attach the package and use:
library("midasr")
Maintained by
Vaidotas Zemlys-Balevičius
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2013-10-10
Latest Update: 2025-04-07
Description:
Methods and tools for mixed frequency time series data analysis. Allows estimation, model selection and forecasting for MIDAS regressions.
How to cite:
Vaidotas Zemlys-Balevičius (2013). midasr: Mixed Data Sampling Regression. R package version 0.9, https://cran.r-project.org/web/packages/midasr. Accessed 25 Jun. 2026.
Previous versions and publish date:
0.1 (2013-10-10 09:50), 0.2 (2014-01-07 09:45), 0.3 (2014-04-30 11:03), 0.4 (2015-03-10 19:47), 0.5 (2015-07-16 14:24), 0.6 (2016-08-08 16:52), 0.7 (2019-03-05 23:30), 0.8 (2021-02-23 10:40)
Other packages that cited midasr R package
View midasr citation profile
Other R packages that midasr depends, imports, suggests or enhances
Complete documentation for midasr
Functions, R codes and Examples using the midasr R package
Some associated functions: UScpiqs . USeffrw . USpayems . USqgdp . USrealgdp . USunempr . agk.test . almonp . almonp_gradient . amidas_table . amweights . average_forecast . check_mixfreq . coef.midas_nlpr . coef.midas_r . coef.midas_sp . deriv_tests . deviance.midas_nlpr . deviance.midas_r . deviance.midas_sp . dmls . expand_amidas . expand_weights_lags . extract.midas_r . fitted.midas_nlpr . fitted.midas_sp . fmls . forecast.midas_r . genexp . genexp_gradient . get_estimation_sample . gompertzp . gompertzp_gradient . hAh_test . hAhr_test . harstep . harstep_gradient . hf_lags_table . imidas_r . lcauchyp . lcauchyp_gradient . lf_lags_table . lstr . lws_table-add . midas_auto_sim . midas_lstr_plain . midas_lstr_sim . midas_mmm_plain . midas_mmm_sim . midas_nlpr.fit . midas_nlpr . midas_pl_plain . midas_pl_sim . midas_qr . midas_r.fit . midas_r . midas_r_ic_table . midas_r_np . midas_r_plain . midas_si_plain . midas_si_sim . midas_sim . midas_sp . midas_u . midasr-package . mls . mlsd . mmm . modsel . nakagamip . nakagamip_gradient . nbeta . nbetaMT . nbetaMT_gradient . nbeta_gradient . nealmon . nealmon_gradient . oos_prec . plot_lstr . plot_midas_coef.midas_nlpr . plot_midas_coef.midas_r . plot_sp . polystep . polystep_gradient . predict.midas_nlpr . predict.midas_r . predict.midas_sp . prep_hAh . rvsp500 . select_and_forecast . simulate.midas_r . split_data . update_weights . weights_table . 
Some associated R codes: deriv.R . imidasreg.R . lagspec.R . midas_nlpr.R . midas_nlpr_methods.R . midas_qr_methods.R . midas_r_methods.R . midas_sp.R . midas_sp_methods.R . midaslag.R . midasqr.R . midasr-package.R . midasreg.R . modsel.R . nonparametric.R . simulate.R . tests.R .  Full midasr package functions and examples
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