Fit flexible (excess) hazard regression models with the possibility of including non-proportional effects of covariables and of adding a shared random effect.

Mexican Politics-Inspired Color Palette Generator
person("Alejandro", "Platas-López", role = c("aut", "cre"),
email = "alejandroplatasl@gmail.com", comment = c(ORCID = "0000-0002-2584-343X"))
A color palette generator inspired by Mexican politics, with
colors ranging from red on the left to gray in the middle and green on the
right. Palette options range from only a few colors to several colors, but with
discrete and continuous options to offer greatest flexibility to the user.
This package allows for a range of applications, from mapping brief discrete scales
(e.g., four colors for Morena, PRI, and PAN) to continuous interpolated arrays
including dozens of shades graded from red to green.
Alejandro Platas-López [aut, cre]
(<https://orcid.org/0000-0002-2584-343X>)

Estimating GARCH-MIDAS (MIxed-DAta-Sampling) models (Engle, Ghysels, Sohn, 2013, <doi:10.1162/REST_a_00300>) and related statistical inference, accompanying the paper "Two are better than one: volatility forecasting using multiplicative component GARCH models" by Conrad, Kleen (2018, Working Paper). The GARCH-MIDAS model decomposes the conditional variance of (daily) stock returns into a short- and long-term component, where the latter may depend on an exogenous covariate sampled at a lower frequency.
testthat, dplyr, ggplot2, covr, rmarkdown

Estimating GARCH-MIDAS (MIxed-DAta-Sampling) models (Engle, Ghysels, Sohn, 2013, <doi:10.1162/REST_a_00300>) and related statistical inference, accompanying the paper "Two are better than one: volatility forecasting using multiplicative component GARCH models" by Conrad and Kleen (2018, Working Paper, <doi:10.2139/ssrn.2752354>). The GARCH-MIDAS model decomposes the conditional variance of (daily) stock returns into a short- and long-term component, where the latter may depend on an exogenous covariate sampled at a lower frequency.