charphi/rjd3bench
R access to JDemetra+ version 3.x benchmarking and temporal disaggregation algorithms
rjd3bench 
Overview
rjd3bench provides a variety of methods for temporal disaggregation &
interpolation, benchmarking, reconciliation and calendarization.
Temporal disaggregation & interpolation:
- Chow-Lin, Fernandez and Litterman
- Model-Based Denton
- Autoregressive Distributed Lag (ADL) models
Benchmarking:
- Denton
- GRP (Growth Rate Preservation)
- Cubic Splines
- Cholette
Reconciliation and multivariate temporal disaggregation:
- Multivariate Cholette
Calendarization
Installation
Running rjd3 packages requires Java 17 or higher. How to set up such
a configuration in R is explained
here
Latest release
To get the current stable version (from the latest release):
- From GitHub:
# install.packages("remotes")
remotes::install_github("rjdverse/rjd3bench@*release")- From r-universe:
install.packages("rjd3bench", repos = c("https://rjdverse.r-universe.dev", "https://cloud.r-project.org"))Development version
To get the current development version from GitHub:
# install.packages("remotes")
remotes::install_github("rjdverse/rjd3bench")Package Maintenance and contributing
Any contribution is welcome and should be done through pull requests
and/or issues. pull requests should include updated tests and
updated documentation. If functionality is changed, docstrings
should be added or updated.
Licensing
The code of this project is licensed under the European Union Public
Licence
(EUPL).