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Identifies change-points in the common and the idiosyncratic components via factor modelling.
Package details |
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Author | Haeran Cho [aut, cre], Matteo Barigozzi [aut], Piotr Fryzlewicz [aut] |
Maintainer | Haeran Cho <haeran.cho@bristol.ac.uk> |
License | GPL-2 |
Version | 0.1.2 |
Package repository | View on CRAN |
Installation |
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