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tempdisagg: Methods for Temporal Disaggregation and Interpolation of Time Series

Temporal disaggregation methods are used to disaggregate and interpolate a low frequency time series to a higher frequency series, where either the sum, the mean, the first or the last value of the resulting high frequency series is consistent with the low frequency series. Temporal disaggregation can be performed with or without one or more high frequency indicator series. Contains the methods of Chow-Lin, Santos-Silva-Cardoso, Fernandez, Litterman, Denton and Denton-Cholette, summarized in Sax and Steiner (2013) <doi:10.32614/RJ-2013-028>. Supports most R time series classes.

Version: 1.1.1
Suggests: tsbox, testthat, knitr, rmarkdown, covr
Published: 2023-08-08
DOI: 10.32614/CRAN.package.tempdisagg
Author: Christoph Sax ORCID iD [aut, cre], Peter Steiner [aut], Tommaso Di Fonzo [ctb]
Maintainer: Christoph Sax <christoph.sax at gmail.com>
BugReports: https://github.com/christophsax/tempdisagg
License: GPL-3
URL: https://journal.r-project.org/archive/2013-2/sax-steiner.pdf
NeedsCompilation: no
Citation: tempdisagg citation info
Materials: README NEWS
In views: TimeSeries
CRAN checks: tempdisagg results

Documentation:

Reference manual: tempdisagg.pdf
Vignettes: Temporal Disaggregation to High-Frequency (e.g., to daily)
Introduction

Downloads:

Package source: tempdisagg_1.1.1.tar.gz
Windows binaries: r-devel: tempdisagg_1.1.1.zip, r-release: tempdisagg_1.1.1.zip, r-oldrel: tempdisagg_1.1.1.zip
macOS binaries: r-release (arm64): tempdisagg_1.1.1.tgz, r-oldrel (arm64): tempdisagg_1.1.1.tgz, r-release (x86_64): tempdisagg_1.1.1.tgz, r-oldrel (x86_64): tempdisagg_1.1.1.tgz
Old sources: tempdisagg archive

Reverse dependencies:

Reverse imports: sectorgap
Reverse suggests: disbayes

Linking:

Please use the canonical form https://CRAN.R-project.org/package=tempdisagg to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.