Skip to content

R access to JDemetra+ version 3.x benchmarking and temporal disaggregation algorithms

License

Notifications You must be signed in to change notification settings

rjdverse/rjd3bench

Repository files navigation

rjd3bench

Temporal disaggregation and benchmarking with JDemetra+ v3.x algorithms.

Benchmarking:

  • Denton
  • Cholette (incl. multi-variate)
  • Cubic Splines
  • GRP (Growth Rate Preservation)
  • Calendarization

Temporal disaggregation

  • Chow-Lin
  • Fernandez
  • Litterman
  • Model Based Denton
  • ADL (Autoregressive Distributed Lag Models)

Installation

Running rjd3 packages requires Java 17 or higher. How to set up such a configuration in R is explained

To get the current stable version (from the latest release):

# install.packages("remotes")
remotes::install_github("rjdverse/rjd3toolkit@*release")
remotes::install_github("rjdverse/rjd3bench@*release")

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).