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DisaggregateTS: High-Dimensional Temporal Disaggregation
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.
Getting started
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Package details |
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| Author | Kaveh Salehzadeh Nobari [aut, cre], Luke Mosley [aut] |
| Maintainer | Kaveh Salehzadeh Nobari <k.salehzadeh-nobari@imperial.ac.uk> |
| License | GPL-3 |
| Version | 3.0.1 |
| Package repository | View on CRAN |
| Installation |
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