bflSmooth_matrices_factory

<p>This <em>function factory</em> returns a clone of bflSmooth_matrices_impl that gives
the same results than the original function but uses cache to store computed matrices,
which is useful when making a large number of similar calls, like calls to
<code>threeRuleSmooth()</code> with the same hfserie but different lfserie,
or to <code>twoStepsBenchmark()</code> with different lfserie of the same length.</p>

internal

The twoStepsBenchmark() and threeRuleSmooth() functions allow you to
disaggregate a low-frequency time series with higher frequency time series,
using the French National Accounts methodology. The aggregated sum of the
resulting time series is strictly equal to the low-frequency time series within the
benchmarking window. Typically, the low-frequency time series is an annual one,
unknown for the last year, and the high frequency one is either quarterly or
monthly. See "Methodology of quarterly national accounts", Insee Méthodes
N°126, by Insee (2012, ISBN:978-2-11-068613-8, <https://www.insee.fr/en/information/2579410>).

Pauline Meinzel

disaggR

Two-Steps Benchmarks for Time Series Disaggregation

Arnaud Feldmann

Thomas Laurent

Franck Arnaud

Institut national de la statistique et des études économiques 

bflSmooth_matrices_factory function

Generating a clone for bflSmooth_matrices_impl — bflSmooth_matrices_factory

Generating a clone for bflSmooth_matrices_impl

bflSmooth_matrices_factory: Generating a clone for bflSmooth_matrices_impl

Description

Usage

Arguments

Details