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] (ORCID:
    <https://orcid.org/0009-0000-2412-3150>)
Maintainer: José Mauricio Gómez Julián <isadore.nabi@pm.me>
Config/roxygen2/version: 8.0.0
Packaged: 2026-06-18 19:27:15 UTC; josemgomezj
Repository: CRAN
Date/Publication: 2026-06-18 22:10:07 UTC
