kavehsn/HDTempDisagg: High-dimensional temporal disaggregation
This package contains functions for: 1- generating (potentially high-dimensional) high-frequency and low-frequency series for simulation studies in temporal disaggregation; 2- a toolkit utilizing temporal disaggregation and benchmarking techniques with a low-dimensional matrix of indicator series previously proposed in the literature; and 3- novel techniques for disaggregating low-frequency series in the presence of high-dimensional indicator matrices.
Getting started
Browse package contents
Package details |
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| Author | Kaveh S. Nobari [aut, cre] (<https://orcid.org/0000-0002-4053-0781>) |
| Maintainer | Kaveh S. Nobari <k.salehzadehnobari@lancs.ac.uk> |
| License | GPL (>= 3) |
| Version | 1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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