alfred_vintages         ALFRED monthly and quarterly series vintages
cv.panel.sglfit         Cross-validation fit for panel sg-LASSO
cv.sglfit               Cross-validation fit for sg-LASSO
dateMatch               Match dates
fa.sglfit               Estimates factor-augmented sparse MIDAS
                        regression model
gb                      Gegenbauer polynomials shifted to [a,b]
ic.panel.sglfit         Information criteria fit for panel sg-LASSO
ic.sglfit               Information criteria fit for sg-LASSO
lb                      Legendre polynomials shifted to [a,b]
market_ret              SNP500 returns
midas.ardl              MIDAS regression
midasml-package         midasml
mixed_freq_data         MIDAS data structure
mixed_freq_data_single
                        MIDAS data structure
monthBegin              Beginning of the month date
monthEnd                End of the month date
predict.cv.panel.sglfit
                        Computes prediction
predict.cv.sglfit       Computes prediction
predict.fa.sglfit       Computes prediction
predict.ic.panel.sglfit
                        Computes prediction
predict.ic.sglfit       Computes prediction
predict.sglpath         Computes prediction
reg.panel.sgl           Regression fit for panel sg-LASSO
reg.sgl                 Fit for sg-LASSO regression
rgdp_dates              Real GDP release dates
rgdp_vintages           Real GDP vintages
sglfit                  Fits sg-LASSO regression
thetafit                Nodewise LASSO regressions to fit the precision
                        matrix Theta
tscv.sglfit             Time series cross-validation fit for sg-LASSO
us_rgdp                 US real GDP data with several high-frequency
                        predictors
