TSdisaggregation: High-Dimensional Temporal Disaggregation
First - Generates (potentially high-dimensional) high-frequency and low-frequency series for simulation studies in temporal disaggregation; Second - a toolkit utilizing temporal disaggregation and benchmarking techniques with a low-dimensional matrix of indicator series previously proposed in Dagum and Cholette (2006, ISBN:978-0-387-35439-2) ; and Third - novel techniques proposed by Mosley, Gibberd and Eckley (2021) <doi:10.48550/arXiv.2108.05783> for disaggregating low-frequency series in the presence of high-dimensional indicator matrices.
| Version: | 2.0.0 |
| Imports: | Rdpack, zoo, lars, Matrix, withr |
| Published: | 2022-05-18 |
| DOI: | 10.32614/CRAN.package.TSdisaggregation |
| Author: | Luke Mosley [aut, cre],
Kaveh S. Nobari 
[aut] |
| Maintainer: | Luke Mosley <l.mosley at lancaster.ac.uk> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | no |
| In views: | TimeSeries |
| CRAN checks: | TSdisaggregation results |
Documentation:
| Reference manual: | TSdisaggregation.pdf |
Downloads:
| Package source: | TSdisaggregation_2.0.0.tar.gz |
| Windows binaries: | r-devel: TSdisaggregation_2.0.0.zip, r-release: TSdisaggregation_2.0.0.zip, r-oldrel: TSdisaggregation_2.0.0.zip |
| macOS binaries: | r-devel (arm64): TSdisaggregation_2.0.0.tgz, r-release (arm64): TSdisaggregation_2.0.0.tgz, r-oldrel (arm64): TSdisaggregation_2.0.0.tgz, r-devel (x86_64): TSdisaggregation_2.0.0.tgz, r-release (x86_64): TSdisaggregation_2.0.0.tgz, r-oldrel (x86_64): TSdisaggregation_2.0.0.tgz |
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