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factree: Factor-Augmented Clustering Tree

Implements the Factor-Augmented Clustering Tree (FACT) algorithm for clustering time series data. The method constructs a classification tree where splits are determined by covariates, and the splitting criterion is based on a group factor model representation of the time series within each node. Both threshold-based and permutation-based tests are supported for splitting decisions, with an option for parallel computation. For methodological details, see Hu, Li, Luo, and Wang (2025, in preparation), Factor-Augmented Clustering Tree for Time Series.

Version: 0.1.0
Depends: R (≥ 3.5.0)
Imports: irlba, foreach, doParallel, parallel, doRNG, mvtnorm
Suggests: knitr, rmarkdown, testthat (≥ 3.0.0)
Published: 2025-12-10
DOI: 10.32614/CRAN.package.factree
Author: Jiaqi Hu [cre, aut], Ting Li [ctb] (Assisted with methodology), Zidan Luo [ctb] (Assisted with methodology), Xueqin Wang [ctb] (Assisted with methodology)
Maintainer: Jiaqi Hu <hujiaqi at mail.ustc.edu.cn>
License: MIT + file LICENSE
NeedsCompilation: no
Materials: NEWS
CRAN checks: factree results

Documentation:

Reference manual: factree.html , factree.pdf

Downloads:

Package source: factree_0.1.0.tar.gz
Windows binaries: r-devel: factree_0.1.0.zip, r-release: not available, r-oldrel: factree_0.1.0.zip
macOS binaries: r-release (arm64): factree_0.1.0.tgz, r-oldrel (arm64): factree_0.1.0.tgz, r-release (x86_64): factree_0.1.0.tgz, r-oldrel (x86_64): factree_0.1.0.tgz

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.