FASeg: Joint Segmentation of Correlated Time Series
It contains a function designed to the joint segmentation in the mean of several correlated series. The method is described in the paper X. Collilieux, E. Lebarbier and S. Robin. A factor model approach for the joint segmentation with between-series correlation (2015) <doi:10.48550/arXiv.1505.05660>.
| Version: |
0.1.9 |
| Depends: |
R (≥ 2.10) |
| Published: |
2018-03-09 |
| DOI: |
10.32614/CRAN.package.FASeg |
| Author: |
Xavier Collilieux, Emilie Lebarbier and Stephane Robin |
| Maintainer: |
Emilie Lebarbier <emilie.lebarbier at agroparistech.fr> |
| License: |
GPL-2 |
| NeedsCompilation: |
no |
| CRAN checks: |
FASeg results |
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