R package midasr is dedicated to work with mixed frequency data. Using this package you can estimate MIDAS models, check their adequacy and use them for forecasting. You can find more information in package webpage. You can install the development version with the following R code:


Or you can install the particular version using the following code:


The latest stable version is 0.0.8. If you want a Windows version, please write me an email and I will send you one.