TempDisaggToolbox: Low-dimensional temporal dissaggregation toolbox

In kavehsn/HDTempDisagg: High-dimensional temporal disaggregation

Description

This function contains the movement preservation and regression-based low-dimensional temporal disaggregation methods proposed by \insertCitedenton1971adjustment;textualHDTempDisagg, \insertCitedagum2006benchmarking;textualHDTempDisagg \insertCitechow1971best;textualHDTempDisagg, \insertCitefernandez1981methodological;textualHDTempDisagg and \insertCitelitterman1983random;textualHDTempDisagg.

Usage

TempDisaggToolbox(
  Y,
  X = matrix(data = rep(1, times = nrow(Y)), nrow = nrow(Y)),
  method = "Denton-Cholette",
  annualMat = "sum",
  Denton = "first"
)

Arguments

Y	the low-frequency response vector
X	the high-frequency indicator matrix
method	nominates the choice of the temporal disaggregation method
annualMat	choice of the disaggregation matrix
Denton	absolute, first, second and proportional difference Sigma for the Denton method

References

\insertAllCited

Examples

TempDisaggToolbox(Y = Y_Gen, X = X_Gen, method = 'Chow-Lin', annualMat = 'sum')

kavehsn/HDTempDisagg documentation built on Dec. 21, 2021, 5:21 a.m.