TSdisaggregation - High-Dimensional Temporal Disaggregation
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.