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.
- Version0.1.9
- R version≥ 2.10
- LicenseGPL-2
- Needs compilation?No
- Last release03/09/2018
Team
Emilie Lebarbier
Xavier Collilieux
Show author detailsRolesAuthorStephane Robin
Show author detailsRolesAuthor
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