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DisaggregateTS  

High-Dimensional Temporal Disaggregation
View on CRAN: Click here


Download and install DisaggregateTS package within the R console
Install from CRAN:
install.packages("DisaggregateTS")

Install from Github:
library("remotes")
install_github("cran/DisaggregateTS")

Install by package version:
library("remotes")
install_version("DisaggregateTS", "3.0.1")



Attach the package and use:
library("DisaggregateTS")
Maintained by
Kaveh Salehzadeh Nobari
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-01-18
Latest Update: 2024-10-31
Description:
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.
How to cite:
Kaveh Salehzadeh Nobari (2022). DisaggregateTS: High-Dimensional Temporal Disaggregation. R package version 3.0.1, https://cran.r-project.org/web/packages/DisaggregateTS. Accessed 04 Jun. 2026.
Previous versions and publish date:
1.0 (2022-01-18 09:12), 2.0.0 (2022-05-30 23:10), 3.0.0 (2024-10-29 11:30)
Other packages that cited DisaggregateTS R package
View DisaggregateTS citation profile
Other R packages that DisaggregateTS depends, imports, suggests or enhances
Complete documentation for DisaggregateTS
Functions, R codes and Examples using the DisaggregateTS R package
Some associated functions: ARcov . ARcov_lit . TempDisaggDGP . chowlin . chowlin_likelihood . disaggregate . hdBIC . k.index . refit . sptd . sptd_BIC . 
Some associated R codes: ARcov.R . ARcov_lit.R . TempDisaggDGP.R . chowlin.R . chowlin_likelihood.R . disaggregate.R . hdBIC.R . kindex.R . refit.R . sptd.R . sptd_BIC.R .  Full DisaggregateTS package functions and examples
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