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DESCRIPTION
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DESCRIPTION
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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: 0.8.2
Maintainer: Vaidotas Zemlys-Balevičius <zemlys@gmail.com>
Author: Virmantas Kvedaras <virmantas.kvedaras@ec.europa.eu>, Vaidotas Zemlys-Balevicius
<zemlys@gmail.com>
Depends:
R (>= 2.11.0),
sandwich,
optimx,
quantreg
Imports:
MASS,
numDeriv,
Matrix,
forecast,
zoo,
stats,
graphics,
utils,
Formula,
texreg,
methods
License: GPL-2 | MIT + file LICENCE
BugReports: https://github.com/mpiktas/midasr/issues
Suggests:
testthat,
lubridate,
xts
RoxygenNote: 7.1.2
Encoding: UTF-8
Collate:
'deriv.R'
'imidasreg.R'
'lagspec.R'
'midas_nlpr.R'
'midas_r_methods.R'
'midas_nlpr_methods.R'
'midas_qr_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'