Man pages for factorcpt
Simultaneous Change-Point and Factor Analysis
| common.null.stat | Threshold selection for the common components |
| common.seg | Multiple change-point detection for the common components |
| factorcpt-package | Simultaneous multiple change-point and factor analysis for... |
| factor.seg.alg | Simultaneous multiple change-point and factor analysis for... |
| func_coef | Haar wavelet coefficients |
| func_dc | Double CUSUM statistics |
| func_dc_by | Double CUSUM statistics |
| func_input | Haar wavelet-based transform |
| func_input_on | Haar wavelet-based diagonal transform |
| get.factor.model | Factor model estimation via Principal Component Analysis |
| get.gg | Data-driven selection of the average block size |
| idio.null.stat | Threshold selection for the idiosyncratic components |
| idio.seg | Multiple change-point detection for the idiosyncratic... |
| make.tree | Growing a binary tree for change-point analysis |
| post.cpts.analysis | Display the results from change-point analysis and factor... |
| tri.kern | Trapezoidal shape taper |
