disaggR: Two-Steps Benchmarks for Time Series Disaggregation
The twoStepsBenchmark() and threeRuleSmooth() functions allow you to
disaggregate a low-frequency time series with higher frequency time series,
using the French National Accounts methodology. The aggregated sum of the
resulting time series is strictly equal to the low-frequency time series within the
benchmarking window. Typically, the low-frequency time series is an annual one,
unknown for the last year, and the high frequency one is either quarterly or
monthly. See "Methodology of quarterly national accounts", Insee Méthodes
N°126, by Insee (2012, ISBN:978-2-11-068613-8, <https://www.insee.fr/en/information/2579410>).
| Version: |
1.0.3.1 |
| Depends: |
R (≥ 3.6.0) |
| Imports: |
graphics, grDevices, methods, RColorBrewer (≥ 1.1-2), stats, utils |
| Suggests: |
knitr, ggplot2 (≥ 3.0.0), rmarkdown (≥ 2.0.0), shiny (≥
1.5.0), shinytest (≥ 1.4.0), testthat (≥ 3.0.0), vdiffr (≥
1.0.0) |
| Published: |
2022-03-04 |
| Author: |
Arnaud Feldmann 
[aut] (Author, creator and maintener of the package until the
version 1.0.2),
Franck Arnaud [ctb] (barplot base graphics method for the mts class),
Thomas Laurent [cre],
Institut national de la statistique et des études économiques [cph]
(https://www.insee.fr/) |
| Maintainer: |
Thomas Laurent <thomas.laurent at insee.fr> |
| BugReports: |
https://github.com/InseeFr/disaggR/issues |
| License: |
MIT + file LICENSE |
| NeedsCompilation: |
no |
| Materials: |
README NEWS |
| In views: |
TimeSeries |
| CRAN checks: |
disaggR results |
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