factorcpt (0.1.2)

Simultaneous Change-Point and Factor Analysis.

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

Identifies change-points in the common and the idiosyncratic components via factor modelling.

Maintainer: Haeran Cho
Author(s): Haeran Cho [aut, cre], Matteo Barigozzi [aut], Piotr Fryzlewicz [aut]

License: GPL-2

Uses: doParallel, fields, foreach, iterators, Rcpp, RcppArmadillo

Released over 3 years ago.