Package: FASeg
Type: Package
Title: Joint Segmentation of Correlated Time Series
Version: 0.1.9
Date: 2018-03-09
Author: Xavier Collilieux, Emilie Lebarbier and Stephane Robin
Maintainer: Emilie Lebarbier <emilie.lebarbier@agroparistech.fr>
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) <arXiv:1505.05660>.
License: GPL-2
Depends: R (>= 2.10)
NeedsCompilation: no
Packaged: 2018-03-09 13:49:27 UTC; lebarbier
Repository: CRAN
Date/Publication: 2018-03-09 12:59:37 UTC
Built: R 4.6.0; ; 2026-04-25 18:48:12 UTC; unix
