k.index

<p>This function prevents the support of beta becoming greater than n_l/2.
This heuristic approach prevents erratic values of BIC when in high-dimensions.</p>

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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.

Luke Mosley

TSdisaggregation

k.index: Index of support for LARS algorithm when in high-dimensions

Description

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