sptd_BIC: Function to calculate the BIC score from sparse temporal...
In TSdisaggregation: High-Dimensional Temporal Disaggregation
sptd_BIC R Documentation
Function to calculate the BIC score from sparse temporal disaggregation.
Description
Used in disaggregation.R to find estimates of the optimal rho parameter.
Usage
sptd_BIC(Y, X, vcov)
Arguments
Y
The low-frequency response series (n_l x 1 matrix).
X
The aggregated high-frequency indicator series (n_l x p matrix).
vcov
Aggregated variance-covariance matrix of AR(1) residuals.
References
\insertAllCited
TSdisaggregation documentation built on May 19, 2022, 1:06 a.m.
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| sptd_BIC | R Documentation |
Function to calculate the BIC score from sparse temporal disaggregation.
Description
Used in disaggregation.R to find estimates of the optimal rho parameter.
Usage
sptd_BIC(Y, X, vcov)
Arguments
Y |
The low-frequency response series (n_l x 1 matrix). |
X |
The aggregated high-frequency indicator series (n_l x p matrix). |
vcov |
Aggregated variance-covariance matrix of AR(1) residuals. |
References
\insertAllCitedR Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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