DisaggregateTS: High-Dimensional Temporal Disaggregation
Provides tools for temporal disaggregation, including:
(1) High-dimensional and low-dimensional series generation for simulation studies;
(2) A toolkit for temporal disaggregation and benchmarking using low-dimensional indicator series
as proposed by Dagum and Cholette (2006, ISBN:978-0-387-35439-2);
(3) Novel techniques by Mosley, Gibberd, and Eckley (2022, <doi:10.1111/rssa.12952>)
for disaggregating low-frequency series in the presence of high-dimensional indicator matrices.
| Version: |
3.0.1 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
Rdpack, stats, Matrix, lars, zoo, withr |
| Suggests: |
testthat (≥ 3.0.0), knitr, rmarkdown, readxl, corrplot, ggplot2 |
| Published: |
2024-10-31 |
| DOI: |
10.32614/CRAN.package.DisaggregateTS |
| Author: |
Kaveh Salehzadeh Nobari [aut, cre],
Luke Mosley [aut] |
| Maintainer: |
Kaveh Salehzadeh Nobari <k.salehzadeh-nobari at imperial.ac.uk> |
| License: |
GPL-3 |
| NeedsCompilation: |
no |
| CRAN checks: |
DisaggregateTS results |
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