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 |
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