Denton benchmarking method in matlab

The following Matlab project contains the source code and Matlab examples used for denton benchmarking method. PURPOSE: estimate high-frequency series x that are consistent with the reliable low-frequency series y of the same variable and maximally reproducing the movements in the indicator (inconsistent with y) high-frequency series z according to the variants of the Denton method.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
denton.m 4431
license.txt 1505