R: Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS

# Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS

## Documentation for package ‘rumidas’ version 0.1.3

- DESCRIPTION file
- Package NEWS

## Help Pages

beta_function | Beta function
exp_almon | Exponential Almon Lag
indpro | Monthly U.S. Industrial Production
multi_step_ahead_pred | Multi-step-ahead predictions of the GARCH-MIDAS-based models with and without the '-X' part.
mv_into_mat | MIDAS variable matrix transformation
rv5 | S&P 500 realized variance at 5-minutes
sp500 | S&P 500 daily log-returns
summary.rumidas | Summary method for 'rumidas' class
ugmfit | Methods for obtaining (and evaluating) a variety of GARCH-MIDAS-based models
umemfit | Methods for obtaining (and evaluating) a variety of MEM(-MIDAS)-based models
vix | VIX daily data