FASeg (0.1.9)

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Joint Segmentation of Correlated Time Series.

http://cran.r-project.org/web/packages/FASeg

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) .

Maintainer: Emilie Lebarbier
Author(s): Xavier Collilieux, Emilie Lebarbier and Stephane Robin

License: GPL-2

Uses: Does not use any package

Released about 1 year ago.


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