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FASeg  

Joint Segmentation of Correlated Time Series
View on CRAN: Click here


Download and install FASeg package within the R console
Install from CRAN:
install.packages("FASeg")

Install from Github:
library("remotes")
install_github("cran/FASeg")

Install by package version:
library("remotes")
install_version("FASeg", "0.1.9")



Attach the package and use:
library("FASeg")
Maintained by
Emilie Lebarbier
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-03-09
Latest Update: 2018-03-09
Description:
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) .
How to cite:
Emilie Lebarbier (2018). FASeg: Joint Segmentation of Correlated Time Series. R package version 0.1.9, https://cran.r-project.org/web/packages/FASeg. Accessed 03 Dec. 2024.
Previous versions and publish date:
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Complete documentation for FASeg
Functions, R codes and Examples using the FASeg R package
Some associated functions: FASeg-package . F_FASeg . Y . 
Some associated R codes: F_FASeg.R .  Full FASeg package functions and examples
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