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TSdisaggregation  

High-Dimensional Temporal Disaggregation
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("TSdisaggregation", "2.0.0")



Attach the package and use:
library("TSdisaggregation")
Maintained by
Luke Mosley
[Scholar Profile | Author Map]
First Published: 2022-05-18
Latest Update: 2022-05-18
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) <doi:10.48550/arXiv.2108.05783> for disaggregating low-frequency series in the presence of high-dimensional indicator matrices.
How to cite:
Luke Mosley (2022). TSdisaggregation: High-Dimensional Temporal Disaggregation. R package version 2.0.0, https://cran.r-project.org/web/packages/TSdisaggregation. Accessed 07 Apr. 2025.
Previous versions and publish date:
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Complete documentation for TSdisaggregation
Functions, R codes and Examples using the TSdisaggregation 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 TSdisaggregation package functions and examples
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