Package: midasml
Type: Package
Title: Estimation and Prediction Methods for High-Dimensional Mixed
        Frequency Time Series Data
Version: 0.0.5
Authors@R: person("Jonas", "Striaukas", email = "jonas.striaukas@gmail.com", role = c("aut", "cre"))
Author: Jonas Striaukas [aut, cre]
Maintainer: Jonas Striaukas <jonas.striaukas@gmail.com>
Description: The 'midasml' estimation and prediction methods for high dimensional time series regression models under mixed data sampling data structures using structured-sparsity penalties and orthogonal polynomials. For more information on the 'midasml' approach see Babii, Ghysels, and Striaukas (2020) <arXiv:2005.14057>. Functions that compute MIDAS data structures were inspired by MIDAS 'Matlab' toolbox (v2.3) written by Eric Ghysels. 
BugReports: https://github.com/jstriaukas/midasml/issues
License: GPL (>= 2)
Depends: foreach (>= 1.4.4)
Imports: Rcpp (>= 1.0.3), lubridate (>= 1.7.4), parallel (>= 3.5.2),
        doSNOW (>= 1.0.18), stats (>= 3.5.2), optimx (>= 2020-4.2),
        quantreg (>= 5.34)
LinkingTo: Rcpp, RcppArmadillo
Encoding: UTF-8
RoxygenNote: 7.1.0
NeedsCompilation: yes
Packaged: 2020-07-05 20:35:30 UTC; striaukas
Repository: CRAN
Date/Publication: 2020-07-05 21:20:07 UTC
Built: R 3.6.3; x86_64-w64-mingw32; 2020-08-05 05:40:17 UTC; windows
Archs: i386, x64
