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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) <doi:10.48550/arXiv.1505.05660>.
| Version: | 0.1.9 |
| Depends: | R (≥ 2.10) |
| Published: | 2018-03-09 |
| DOI: | 10.32614/CRAN.package.FASeg |
| 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 (arm64): FASeg_0.1.9.tgz, r-oldrel (arm64): FASeg_0.1.9.tgz, r-release (x86_64): FASeg_0.1.9.tgz, r-oldrel (x86_64): FASeg_0.1.9.tgz |
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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.