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FASeg (version 0.1.9)

Joint Segmentation of Correlated Time Series

Description

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) .

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Version

Install

install.packages('FASeg')

Monthly Downloads

160

Version

0.1.9

License

GPL-2

Maintainer

Emilie Lebarbier

Last Published

March 9th, 2018

Functions in FASeg (0.1.9)

FASeg-package

Joint Segmentation of Set of Correlated Time-Series
F_FASeg

Joint Segmentation of Set of Correlated Time-Series
Y

Matrix of data