hdBIC

Aggregated indicator series matrix that has been GLS rotated.

Low-frequency response vector that has been GLS rotated.

covariance

Estimate of beta from LARS algorithm for a certain lambda.

beta

This function calculates the BIC score that has been shown to work better than ordinary BIC in
high-dimensional scenarios. It uses the variance estimator given in yu2019estimating;textualTSdisaggregation.

internal

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) <arXiv:2108.05783> for disaggregating low-frequency series in the presence of high-dimensional indicator matrices.

hdBIC: BIC score

Description

Usage

Arguments

References