DisaggregateTS: 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) <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: 2022-05-30
Author: Luke Mosley [aut, cre], Kaveh S. Nobari ORCID iD [aut]
Maintainer: Luke Mosley <l.mosley at lancaster.ac.uk>
License: GPL (≥ 3)
NeedsCompilation: no
CRAN checks: DisaggregateTS results

Documentation:

Reference manual: DisaggregateTS.pdf

Downloads:

Package source: DisaggregateTS_2.0.0.tar.gz
Windows binaries: r-devel: DisaggregateTS_2.0.0.zip, r-release: DisaggregateTS_2.0.0.zip, r-oldrel: DisaggregateTS_2.0.0.zip
macOS binaries: r-release (arm64): DisaggregateTS_2.0.0.tgz, r-oldrel (arm64): DisaggregateTS_2.0.0.tgz, r-release (x86_64): DisaggregateTS_2.0.0.tgz, r-oldrel (x86_64): DisaggregateTS_2.0.0.tgz
Old sources: DisaggregateTS archive

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