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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.9 |
rolling source/ R- | FASeg_0.1.9.tar.gz |
11.7 KiB |
0.1.9 |
latest source/ R- | FASeg_0.1.9.tar.gz |
11.7 KiB |
0.1.9 |
2026-04-23 source/ R- | FASeg_0.1.9.tar.gz |
11.7 KiB |
0.1.9 |
2026-04-09 windows/windows R-4.5 | FASeg_0.1.9.zip |
41.7 KiB |