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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>.
Package details |
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Author | Xavier Collilieux, Emilie Lebarbier and Stephane Robin |
Maintainer | Emilie Lebarbier <emilie.lebarbier@agroparistech.fr> |
License | GPL-2 |
Version | 0.1.9 |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
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