Man pages for TSdisaggregation
High-Dimensional Temporal Disaggregation
| ARcov | Function to generate an AR(1) variance-covariance matrix with... |
| ARcov_lit | Function to generate an ARIMA(1,1,0) variance-covariance... |
| chowlin | Function to do Chow-Lin temporal disaggregation from... |
| chowlin_likelihood | Likelihood function from Chow-Lin or Litterman temporal... |
| disaggregate | Temporal Disaggregation Methods |
| hdBIC | BIC score |
| k.index | Index of support for LARS algorithm when in high-dimensions |
| refit | Refit LASSO estimate into GLS |
| sptd | Function to do sparse temporal disaggregation from... |
| sptd_BIC | Function to calculate the BIC score from sparse temporal... |
| TempDisaggDGP | High and Low-Frequency Data Generating Processes |
