| factorcpt-package | Simultaneous multiple change-point and factor analysis for high-dimensional time series |
| factor.seg.alg | Simultaneous multiple change-point and factor analysis for high-dimensional time series |
| factorcpt | Simultaneous multiple change-point and factor analysis for high-dimensional time series |
| func_dc | Double CUSUM statistics |
| get.factor.model | Factor model estimation via Principal Component Analysis |
| post.cpts.analysis | Display the results from change-point analysis and factor modelling |