Bayesian Methods for Economic Data Disaggregation


[Up] [Top]

Documentation for package ‘BayesianDisaggregation’ version 0.1.2

Help Pages

bayesian_disaggregate Run Bayesian disaggregation
coherence_score Coherence score (prior → posterior alignment improvement)
compute_L_from_P Compute likelihood vector from a prior matrix via SVD (center-only, robust)
interpretability_score Interpretability score (structure preservation + plausibility)
log_enable Enable logging at a specific level
numerical_stability_exp Numerical stability (exponential penalty)
posterior_adaptive Adaptive posterior based on sector volatility
posterior_dirichlet Dirichlet-conjugate posterior (analytical mean)
posterior_multiplicative Multiplicative posterior (Hadamard product + renormalization)
posterior_weighted Weighted-average posterior (convex combination)
read_cpi Read CPI data from an Excel file
read_weights_matrix Read a weights matrix from an Excel file
run_grid_search Run grid search for parameter optimization (parallel PSOCK)
save_results Save disaggregation results to disk
spread_likelihood Spread a likelihood vector across time with a chosen temporal pattern
stability_composite Composite stability score (numerical and temporal)
temporal_stability Temporal stability (smoothness over time)