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) <doi:10.48550/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
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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