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>.
Version: | 0.1.9 |
Depends: | R (≥ 2.10) |
Published: | 2018-03-09 |
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 |
Reference manual: | FASeg.pdf |
Package source: | FASeg_0.1.9.tar.gz |
Windows binaries: | r-devel: FASeg_0.1.9.zip, r-release: FASeg_0.1.9.zip, r-oldrel: FASeg_0.1.9.zip |
macOS binaries: | r-release: FASeg_0.1.9.tgz, r-oldrel: FASeg_0.1.9.tgz |
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