Package: bridgr
Type: Package
Title: Bridging Data Frequencies for Timely Economic Forecasts
Version: 1.0.0
Authors@R: c(
    person(
      "Marc", "Burri", , "marc.burri91@gmail.com",
      role = c("aut", "cre", "cph"),
      comment = c(ORCID = "0000-0001-8974-9090")
    )
  )
Maintainer: Marc Burri <marc.burri91@gmail.com>
Description: Implements bridge and MIDAS-style mixed-frequency models for
    nowcasting and forecasting macroeconomic variables by linking
    higher-frequency indicator variables to a lower-frequency target series.
    The package standardizes input data, infers regular frequencies,
    forecasts missing indicator observations, and aggregates indicators to
    the target frequency before fitting a regression with autoregressive
    target dynamics. Frequency alignment can be customized through
    user-supplied conversion rules. For more on bridge and MIDAS models, see
    Baffigi, A., Golinelli, R., & Parigi, G. (2004)
    <doi:10.1016/S0169-2070(03)00067-0>, Ghysels, Sinko, & Valkanov (2007)
    <doi:10.1080/07474930600972467>, Andreou, Ghysels, & Kourtellos (2010)
    <doi:10.1016/j.jeconom.2010.01.004>, Schumacher (2016)
    <doi:10.1016/j.ijforecast.2015.07.004>, and Burri (2026)
    <doi:10.1111/obes.70073>.
License: MIT + file LICENSE
Encoding: UTF-8
RoxygenNote: 7.3.3
LazyData: true
Imports: dplyr, forecast, ggplot2, lifecycle, lubridate, rlang, scales,
        tsbox, withr
Suggests: knitr, rmarkdown, srr, testthat (>= 3.0.0)
Config/testthat/edition: 3
Depends: R (>= 4.1.0)
URL: https://github.com/marcburri/bridgr,
        https://marcburri.github.io/bridgr/
BugReports: https://github.com/marcburri/bridgr/issues
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2026-08-21 10:20:24 UTC; marcburri
Author: Marc Burri [aut, cre, cph] (ORCID:
    <https://orcid.org/0000-0001-8974-9090>)
Repository: CRAN
Date/Publication: 2026-08-21 13:10:24 UTC
Built: R 4.5.3; ; 2026-08-26 01:30:59 UTC; windows
