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r-FASeg

Description

Joint Segmentation of Correlated Time Series.

Description
cran.r-project.org
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) <arXiv:1505.05660>.
Metadata

Version

0.1.9

License

Unknown

Status

BrokenNo
InsecureNo
UnfreeNo
UnsupportedNo

Source

pkgs/development/r-modules/generic-builder.nix:56

Homepage

https://cran.r-project.org/web/packages/FASeg/

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