sptd_BIC {TSdisaggregation}

Function to calculate the BIC score from sparse temporal disaggregation.

Description

Used in disaggregation.R to find estimates of the optimal rho parameter.

Usage

sptd_BIC(Y, X, vcov)

Arguments

Y

The low-frequency response series (n_l x 1 matrix).

X

The aggregated high-frequency indicator series (n_l x p matrix).

vcov

Aggregated variance-covariance matrix of AR(1) residuals.

References

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