Small Area Estimation: Time-Series Models
Overview
Time series area-level models for small area estimation. The package supplements the functionality of the sae package. Specifically, it includes EBLUP fitting of the Rao-Yu model in the original form without a spatial component. The package also offers a modified ("dynamic") version of the Rao-Yu model, replacing the assumption of stationarity. Both univariate and multivariate applications are supported. Of particular note is the allowance for covariance of the area-level sample estimates over time, as encountered in rotating panel designs such as the U.S. National Crime Victimization Survey or present in a time-series of 5-year estimates from the American Community Survey. Key references to the methods include J.N.K. Rao and I. Molina (2015, ISBN:9781118735787), J.N.K. Rao and M. Yu (1994) doi:10.2307/3315407, and R.E. Fay and R.A. Herriot (1979) doi:10.1080/01621459.1979.10482505.
- The argument TI in the functions eblupDyn, eblupRY, and dynRYfit has a new downward-compatible generalization. TI of length 1 functions as previously. TI with a length greater than 1 indexes the years in the series to be included in the model, supporting a model with some breaks in the series.
- The parameter y.scale, if specified and not equal to 1, previously caused incorrect estimation of the mse.
- Minor changes have been made to the default convergence criterion, and more detailed error messages are provided from 1.2-1.
From inst/NEWS.Rd in the release
Install
Health
- OK13 OK2026-08-04
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-08
- NOTE12 OK, 1 NOTE2026-06-07
- OK14 OK2026-03-10
Documentation
- Help pages
- 6includes a package overview page
- Examples that run
- 100%3 run in a plain check
- Exported functions with examples
- 75%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 50%
Downloads
Dependencies
Installing sae2 adds 7 packages (4 with compiled code, 6.2 MB of source tarballs). Heaviest: survey 2.3 MB, Rcpp 1.8 MB, RcppArmadillo 1.0 MB.
Code & Tests
People & History
Maintainer since 0.1-1 (2015)
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 1.2-2Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- unarchivedReturned to CRAN2023-08-23
- 1.2-12023-08-23 · diff ↗
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- archivedRemoved from CRAN2020-02-19check problems were not corrected despite reminders
- 1.0-1
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
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- RR 3.2.0 released · 2015-04-16
- 0.1-12015-01-26
- RR 3.1.0 released · 2014-04-10
Package metadata
- First published
- 2015-01-26
- Total releases
- 4 / 11 yrs
- License
- GPL-2 OSI
- Minimum R
- ≥ 2.14.0
- Download size
- 27 KB
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