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)