Two-Steps Benchmarks for Time Series Disaggregation R package disaggR version 1.0.5.4 The twoStepsBenchmark() and threeRuleSmooth() functions allow you to disaggregate a low-frequency time series with higher frequency time series, using the French National Accounts methodology. The aggregated sum of the resulting time series is strictly equal to the low-frequency time series within the benchmarking window. Typically, the low-frequency time series is an annual one, unknown for the last year, and the high frequency one is either quarterly or monthly. See "Methodology of quarterly national accounts", Insee Méthodes N°126, by Insee (2012, ISBN:978-2-11-068613-8, <https://www.insee.fr/en/information/2579410>). Software Depends: R (>= 3.6.0) Imports: graphics, grDevices, methods, RColorBrewer (>= 1.1-2), stats, utils Suggests: knitr, ggplot2 (>= 3.0.0), rmarkdown (>= 2.0.0), shiny (>= 1.5.0), shinytest2 (>= 0.1.0), testthat (>= 3.0.0), vdiffr (>= 1.0.0) Pauline Meinzel <pauline.meinzel@insee.fr> Comprehensive R Archive Network (CRAN) Arnaud Feldmann [aut] (ORCID: <https://orcid.org/0000-0003-0109-7505>, Author and maintener of the package until the version 1.0.1), Pauline Meinzel [cre], Thomas Laurent [ctb] (Maintener of the package from 1.0.2 to 1.0.5.2), Franck Arnaud [ctb] (barplot base graphics method for the mts class), Institut national de la statistique et des études économiques [cph] (https://www.insee.fr/) MIT + file LICENSE (https://CRAN.R-project.org/package=disaggR/LICENSE) 2025-11-04 application/tgz https://CRAN.R-project.org/package=disaggR doi:10.32614/CRAN.package.disaggR