Last data update: 2014.03.03

midasr

Package: midasr
Title: Mixed Data Sampling Regression
Description: Methods and tools for mixed frequency time series data analysis. Allows estimation, model selection and forecasting for MIDAS regressions.
URL: http://mpiktas.github.io/midasr/
Version: 0.5
Maintainer: Vaidotas Zemlys <zemlys@gmail.com>
Author: Virmantas Kvedaras <virmantas.kvedaras@mif.vu.lt>, Vaidotas Zemlys
<vaidotas.zemlys@mif.vu.lt>
Depends: R (>= 2.11.0), sandwich, optimx
Imports: MASS, numDeriv, Matrix, forecast, stats, graphics, utils
License: GPL-2 | MIT + file LICENCE
BugReports: https://github.com/mpiktas/midasr/issues
Suggests: testthat
NeedsCompilation: no
Packaged: 2015-07-16 06:37:45 UTC; mpiktas
Repository: CRAN
Date/Publication: 2015-07-16 14:24:34

● Cran Task View: Econometrics, TimeSeries
● 0 images, 59 functions, 6 datasets
● Reverse Depends: 0

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'midasr' ...
** package 'midasr' successfully unpacked and MD5 sums checked
** R
** data
** demo
** inst
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'midasr'
    finding HTML links ... done
    USpayems                                html  
    USqgdp                                  html  
    USrealgdp                               html  
    USunempr                                html  
    agk.test                                html  
    almonp                                  html  
    almonp_gradient                         html  
    amidas_table                            html  
    amweights                               html  
    average_forecast                        html  
    check_mixfreq                           html  
    coef.midas_r                            html  
    deriv_tests                             html  
    deviance.midas_r                        html  
    dmls                                    html  
    expand_amidas                           html  
    expand_weights_lags                     html  
    fmls                                    html  
    forecast.midas_r                        html  
    genexp                                  html  
    genexp_gradient                         html  
    get_estimation_sample                   html  
    gompertzp                               html  
    gompertzp_gradient                      html  
    hAh_test                                html  
    hAhr_test                               html  
    harstep                                 html  
    harstep_gradient                        html  
    hf_lags_table                           html  
    imidas_r                                html  
    lcauchyp                                html  
    lcauchyp_gradient                       html  
    lf_lags_table                           html  
    lws_table-add                           html  
    midas_auto_sim                          html  
    midas_r                                 html  
    midas_r.fit                             html  
    midas_r_ic_table                        html  
    midas_r_np                              html  
    midas_r_simple                          html  
    finding level-2 HTML links ... done

    midas_sim                               html  
    midas_u                                 html  
    midasr-package                          html  
    mls                                     html  
    modsel                                  html  
    nakagamip                               html  
    nakagamip_gradient                      html  
    nbeta                                   html  
    nbetaMT                                 html  
    nbetaMT_gradient                        html  
    nbeta_gradient                          html  
    nealmon                                 html  
    nealmon_gradient                        html  
    oos_prec                                html  
    plot_midas_coef                         html  
    polystep                                html  
    polystep_gradient                       html  
    predict.midas_r                         html  
    prep_hAh                                html  
    rvsp500                                 html  
    select_and_forecast                     html  
    simulate.midas_r                        html  
    split_data                              html  
    update_weights                          html  
    weights_table                           html  
** building package indices
** testing if installed package can be loaded
* DONE (midasr)
Making 'packages.html' ... done