{ "_id": "6a12b83cacfb0bcc41d1b1fe", "Package": "rumidas", "Title": "Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and\nMEM-MIDAS", "Version": "0.1.3", "Authors@R": "person(\"Vincenzo\", \"Candila\", email=\"vcandila@unisa.it\", role=c(\"aut\", \"cre\"))", "Description": "Adds the MIxing-Data Sampling (MIDAS, Ghysels et al.\n(2007) ) components to a variety\nof GARCH and MEM (Engle (2002) , Engle and\nGallo (2006) , and Amendola\net al. (2024) ) models, with\nthe aim of predicting the volatility with additional\nlow-frequency (that is, MIDAS) terms. The estimation takes\nplace through simple functions, which provide in-sample and (if\npresent) and out-of-sample evaluations. 'rumidas' also offers a\nsummary tool, which synthesizes the main information of the\nestimated model. There is also the possibility of generating\none-step-ahead and multi-step-ahead forecasts.", "License": "GPL-3", "Encoding": "UTF-8", "LazyData": "true", "RoxygenNote": "7.2.3", "RdMacros": "Rdpack", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-24 08:32:15 UTC", "User": "root" }, "Author": "Vincenzo Candila [aut, cre]", "Maintainer": "Vincenzo Candila ", "Config/pak/sysreqs": "make libssl-dev", "Repository": "https://vincenzocandila.r-universe.dev", "Date/Publication": "2025-03-18 13:40:15 UTC", "RemoteUrl": "https://github.com/cran/rumidas", "RemoteRef": "HEAD", "RemoteSha": "30ae373ce70b14464f0c4eb95e6d723599d24ce9", "MD5sum": "a2635778348a36ab333fd9f2cad08eb8", "_user": "vincenzocandila", "_type": "src", "_file": "rumidas_0.1.3.tar.gz", "_fileid": "164cf7836a607d216952cd40a7412587f65786452a842d527a82879a1a652a3a", "_filesize": 514845, "_sha256": "164cf7836a607d216952cd40a7412587f65786452a842d527a82879a1a652a3a", "_created": "2026-05-24T08:32:15.000Z", "_published": 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