| 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 open-to-close 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 |