FASeg: Joint Segmentation of Correlated Time Series

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) <arXiv:1505.05660>.

Version: 0.1.9
Depends: R (≥ 2.10)
Published: 2018-03-09
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
OS X El Capitan binaries: r-release: FASeg_0.1.9.tgz
OS X Mavericks binaries: r-oldrel: not available


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