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BayesianDisaggregation

0.2.1

Evidence-Based Bayesian Disaggregation of Aggregate Indices

1packages depend
2.4Kdownloads / year
52.1%test coverage
13/13checks pass

Overview

About
Maintained by José Mauricio Gómez JuliánFirst published 2025-10-162 releasesCRAN page ↗

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.

Install

Health

CRAN checks
13OK
Slowest check: 1.3 min · r-oldrel-windows-x86_64
Code health
Yes
Tests · ratio 0.20
52.1%
Coverage · measured lines
100%
Documentation · exports
7
Dependencies · direct
Check history
  • OK2026-08-05
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-03-10
    14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMENoVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo
Examples that run
71%
Documented parameters
90%
Return-value docs
100%
References docs
0%

Downloads

2.4K
CRAN downloads in the past year
Rank #11,070 · ~7/day · ~203/mo
Daily download trend is not available in this view yet.
25130 days
88390 days
2.4K1 year
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Also on85 r2u45 autocran

Dependencies

Declared dependencies
14 external dependencies (excludes base and recommended)
Depends (1)
R >= 4.1.0
Imports (7)
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
1direct
0indirect

Code & Tests

People & History

People (1)
Maintainer (1)
Authors (1)
Package Timeline

2 releases. Pick two to compare their code metrics. R releases are shown for context.

  • 0.2.1Latest
    2026-06-19 · current release · diff ↗
  • R
    R 4.6.0 released · 2026-04-24
  • 0.1.2
    2026-03-10
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2025-10-16
Total releases
2 / 1 yrs
License
MIT + file LICENSE OSI
Additional repositories
mc-stan.org
Minimum R
≥ 4.1.0
Download size
59 KB
Installed size
not tracked yet
With dependencies
not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("BayesianDisaggregation")
Gómez Julián, J. M. (2026). BayesianDisaggregation: Evidence-Based Bayesian Disaggregation of Aggregate Indices (Version 0.2.1) [Computer software]. https://doi.org/10.32614/CRAN.package.BayesianDisaggregation

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for BayesianDisaggregation version 0.2.1 [Data set]. HJJB, LLC. Data release v2026-08-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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