Reproducible Monte-Carlo Evaluation of Regression-Based Temporal Disaggregation Methods

The tdmc R package contains all data, code and content to build A Monte-Carlo Evaluation of Regression-Based Temporal Disaggregation Methods. Requires R and LaTeX, which are both free and open source.

To install, including all required R packages:

# install.packages("devtools")   # if not installed
devtools::install_github("christophsax/tdmc")

To run the simulations:

library(tdmc)
# Overwrites the existing simulation output (re-install to undo)
out_path <- system.file(package = "tdmc", "out")
sim_ar1(n.draws = 10, out_path = out_path) 
sim_sarima(n.draws = 10, out_path = out_path) 

Set n.draws = 1000 to replicate the results in the paper. This will take about 2 hours on a laptop.

To build the paper:

setwd(out_path)
library(knitr)
knit2pdf(system.file(package = "tdmc", "tex", "document.Rnw"))

To view the paper:

browseURL("document.pdf")