factree
Factor-Augmented Clustering Tree
Implements the Factor-Augmented Clustering Tree (FACT) algorithm for clustering time series data. The method constructs a classification tree where splits are determined by covariates, and the splitting criterion is based on a group factor model representation of the time series within each node. Both threshold-based and permutation-based tests are supported for splitting decisions, with an option for parallel computation. For methodological details, see Hu, Li, Luo, and Wang (2025, in preparation), Factor-Augmented Clustering Tree for Time Series.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling source/ R- | factree_0.1.0.tar.gz |
13.8 KiB |
0.1.0 |
latest source/ R- | factree_0.1.0.tar.gz |
13.8 KiB |
0.1.0 |
2026-04-23 source/ R- | factree_0.1.0.tar.gz |
13.8 KiB |
0.1.0 |
2026-04-09 windows/windows R-4.5 | factree_0.1.0.zip |
74.2 KiB |