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

Documentation:

Reference manual:

FASeg.pdf

Downloads:

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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