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bridgr: Bridging Data Frequencies for Timely Economic Forecasts

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>.

Version: 1.0.0
Depends: R (≥ 4.1.0)
Imports: dplyr, forecast, ggplot2, lifecycle, lubridate, rlang, scales, tsbox, withr
Suggests: knitr, rmarkdown, srr, testthat (≥ 3.0.0)
Published: 2026-08-21
DOI: 10.32614/CRAN.package.bridgr
Author: Marc Burri ORCID iD [aut, cre, cph]
Maintainer: Marc Burri <marc.burri91 at gmail.com>
BugReports: https://github.com/marcburri/bridgr/issues
License: MIT + file LICENSE
URL: https://github.com/marcburri/bridgr, https://marcburri.github.io/bridgr/
NeedsCompilation: no
Materials: README, NEWS
CRAN checks: bridgr results

Documentation:

Reference manual: bridgr.html , bridgr.pdf
Vignettes: Getting Started with bridgr (source, R code)
Aggregation and Mixed-Frequency Modeling in bridgr (source, R code)
Ragged-Edge Nowcasting with bridgr (source, R code)
A Real-Time Nowcasting Exercise (source, R code)
Uncertainty and Scenario Forecasting (source, R code)

Downloads:

Package source: bridgr_1.0.0.tar.gz
Windows binaries: r-devel: bridgr_1.0.0.zip, r-release: bridgr_1.0.0.zip, r-oldrel: bridgr_1.0.0.zip
macOS binaries: r-release (arm64): bridgr_1.0.0.tgz, r-oldrel (arm64): bridgr_1.0.0.tgz, r-release (x86_64): bridgr_1.0.0.tgz, r-oldrel (x86_64): bridgr_1.0.0.tgz
Old sources: bridgr archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.