High-Dimensional Temporal Disaggregation
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Documentation for package ‘TSdisaggregation’ version 2.0.0
Help Pages
| chowlin | Function to do Chow-Lin temporal disaggregation from Chow and Lin (1971) and Litterman. |
| chowlin_likelihood | Likelihood function from Chow-Lin or Litterman temporal disaggregation. |
| disaggregate | Temporal Disaggregation Methods |
| sptd | Function to do sparse temporal disaggregation from Mosley et al. (2021). |
| sptd_BIC | Function to calculate the BIC score from sparse temporal disaggregation. |
| TempDisaggDGP | High and Low-Frequency Data Generating Processes |