Identifies change-points in the common and the idiosyncratic components via factor modelling.
| Version: | 0.1.2 |
| Depends: | R (≥ 2.14.0) |
| Imports: | Rcpp (≥ 0.12.4), foreach, parallel, iterators, fields, doParallel |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | RcppArmadillo |
| Published: | 2016-12-26 |
| Author: | Haeran Cho [aut, cre], Matteo Barigozzi [aut], Piotr Fryzlewicz [aut] |
| Maintainer: | Haeran Cho <haeran.cho at bristol.ac.uk> |
| License: | GPL-2 |
| NeedsCompilation: | yes |
| CRAN checks: | factorcpt results |
| Reference manual: | factorcpt.pdf |
| Package source: | factorcpt_0.1.2.tar.gz |
| Windows binaries: | r-devel: factorcpt_0.1.2.zip, r-release: factorcpt_0.1.2.zip, r-oldrel: factorcpt_0.1.2.zip |
| macOS binaries: | r-release: factorcpt_0.1.2.tgz, r-oldrel: factorcpt_0.1.2.tgz |
| Old sources: | factorcpt archive |
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