BayesianDisaggregation (version 0.1.2)
Bayesian Methods for Economic Data Disaggregation
Description
Implements a novel Bayesian disaggregation framework that combines
Principal Component Analysis (PCA) and Singular Value Decomposition (SVD)
dimension reduction of prior weight matrices with deterministic Bayesian
updating rules. The method provides Markov Chain Monte Carlo (MCMC) free
posterior estimation with built-in diagnostic metrics. While based on
established PCA (Jolliffe, 2002) and Bayesian principles
(Gelman et al., 2013) , the specific integration for
economic disaggregation represents an original methodological contribution.