[R] cannot load midasr package

T.Riedle tr206 at kent.ac.uk
Sat Mar 28 10:04:04 CET 2015

Dear Sirs,
I am trying to implement the MIDAS regression but I cannot load the midasr package.
When I load the package I get following message:
> library(midasr)
Loading required package: sandwich
Loading required package: optimx
Error in loadNamespace(i, c(lib.loc, .libPaths()), versionCheck = vI[[i]]) :
  there is no package called 'Rcpp'
Error: package 'optimx' could not be loaded
> rvh<-mls(rv,0:(h-1),1)
Error: could not find function "mls"

I am using version 3.1.3 and 3.0.2 but neither version works. When I was working with it last week everything was okay but now it does not work anymore. What can I do?

Thanks for your help.

Kind regards,
T. Riedle

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