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 |
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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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