Package: BayesianDisaggregation
Title: Evidence-Based Bayesian Disaggregation of Aggregate Indices
Version: 0.2.1
Depends: R (>= 4.1.0)
Authors@R: person("José Mauricio", "Gómez Julián", email = "isadore.nabi@pm.me", role = c("aut", "cre"), comment = c(ORCID = "0009-0000-2412-3150"))
Description: Disaggregates an observed aggregate price index into
        sectoral components with a Bayesian state-space model in which
        the aggregate enters as a genuine observation density rather
        than as a renormalization identity. A random-walk-with-drift
        transition in log space (with partial pooling on the drift and
        the innovation scale) and an estimable cross-sectional
        concentration produce posterior draws of the sectoral indices
        with credible intervals, suitable as multiple-imputation input
        for downstream dynamic models. The Hamiltonian Monte Carlo
        engine follows Stan (Carpenter et al., 2017)
        <doi:10.18637/jss.v076.i01>; model comparison uses Pareto
        Smoothed Importance Sampling Leave-One-Out cross-validation
        (Vehtari, Gelman and Gabry, 2017)
        <doi:10.1007/s11222-016-9696-4>. A closed-form linear-Gaussian
        Kalman/RTS smoother provides an exact, MCMC-free Bayesian
        alternative for the same aggregate evidence.
License: MIT + file LICENSE
Encoding: UTF-8
Imports: readxl, dplyr, tidyr, stringr, magrittr, stats, parallel
Suggests: cmdstanr, rstan (>= 2.21.0), posterior, loo (>= 2.5.0),
        knitr, rmarkdown, ggplot2, readr, testthat (>= 3.0.0)
Additional_repositories: https://mc-stan.org/r-packages/
VignetteBuilder: knitr
NeedsCompilation: no
Author: José Mauricio Gómez Julián [aut, cre]
        (<https://orcid.org/0009-0000-2412-3150>)
Maintainer: José Mauricio Gómez Julián <isadore.nabi@pm.me>
Config/roxygen2/version: 8.0.0
Config/pak/sysreqs: libicu-dev
Repository: https://isadorenabi.r-universe.dev
Date/Publication: 2026-06-22 16:24:54 UTC
RemoteUrl: https://github.com/IsadoreNabi/BayesianDisaggregation
RemoteRef: HEAD
RemoteSha: c10bbf1b5a198fd546bb0eb565bf1d055c6c5427
Packaged: 2026-06-22 19:32:38 UTC; root