Man pages for factorcpt
Simultaneous Change-Point and Factor Analysis

common.null.statThreshold selection for the common components
common.segMultiple change-point detection for the common components
factorcpt-packageSimultaneous multiple change-point and factor analysis for...
factor.seg.algSimultaneous multiple change-point and factor analysis for...
func_coefHaar wavelet coefficients
func_dcDouble CUSUM statistics
func_dc_byDouble CUSUM statistics
func_inputHaar wavelet-based transform
func_input_onHaar wavelet-based diagonal transform
get.factor.modelFactor model estimation via Principal Component Analysis
get.ggData-driven selection of the average block size
idio.null.statThreshold selection for the idiosyncratic components
idio.segMultiple change-point detection for the idiosyncratic...
make.treeGrowing a binary tree for change-point analysis
post.cpts.analysisDisplay the results from change-point analysis and factor...
tri.kernTrapezoidal shape taper
factorcpt documentation built on May 2, 2019, 8:15 a.m.