factorcpt: Simultaneous Change-Point and Factor Analysis

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

Downloads:

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
OS X Mavericks binaries: r-release: factorcpt_0.1.2.tgz, r-oldrel: factorcpt_0.1.2.tgz
Old sources: factorcpt archive

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