doi:10.1111/rssa.12952>) for disaggregating low-frequency series in the presence of high-dimensional indicator matrices.">

DisaggregateTS: High-Dimensional Temporal Disaggregation (original) (raw)

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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