sptd_BIC {DisaggregateTS} | R Documentation |
This function calculates the BIC score for sparse temporal disaggregation, as described in Mosley et al. (2022). It uses the LARS algorithm to find the optimal beta coefficients and refits the models to compute BIC scores.
sptd_BIC(Y, X, vcov)
Y |
The low-frequency response series ( |
X |
The aggregated high-frequency indicator series ( |
vcov |
Aggregated variance-covariance matrix of AR( |
The minimum BIC score from the refitted models.