High-Dimensional Temporal Disaggregation

First - Generates (potentially high-dimensional) high-frequency and low-frequency series for simulation studies in temporal disaggregation; Second - a toolkit utilizing temporal disaggregation and benchmarking techniques with a low-dimensional matrix of indicator series previously proposed in Dagum and Cholette (2006, ISBN:978-0-387-35439-2) ; and Third - novel techniques proposed by Mosley, Gibberd and Eckley (2021) for disaggregating low-frequency series in the presence of high-dimensional indicator matrices.


Reference manual

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install.packages("TSdisaggregation")

2.0.0 by Luke Mosley, 4 years ago


Browse source code at https://github.com/cran/TSdisaggregation


Authors: Luke Mosley [aut, cre] , Kaveh S. Nobari [aut]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports Rdpack, zoo, lars, Matrix, withr


See at CRAN