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mpiktas / midasr

R package for mixed frequency time series data analysis.
http://mpiktas.github.io/midasr/
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Impove mlsd to work correctly with dates #84

Closed vzemlys closed 1 year ago

vzemlys commented 1 year ago

Currently mlsd uses certain heuristics to do frequency alignment, which do not always work. Make sure that it works correctly with all major R time series objects: ts, zoo and xts.