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>.
|Author||Xavier Collilieux, Emilie Lebarbier and Stephane Robin|
|Maintainer||Emilie Lebarbier <email@example.com>|
|Package repository||View on CRAN|
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