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factree  

Factor-Augmented Clustering Tree
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("factree", "0.1.0")



Attach the package and use:
library("factree")
Maintained by
Jiaqi Hu
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-12-10
Latest Update: 2025-12-10
Description:
Implements the Factor-Augmented Clustering Tree (FACT) algorithm for clustering time series data. The method constructs a classification tree where splits are determined by covariates, and the splitting criterion is based on a group factor model representation of the time series within each node. Both threshold-based and permutation-based tests are supported for splitting decisions, with an option for parallel computation. For methodological details, see Hu, Li, Luo, and Wang (2025, in preparation), Factor-Augmented Clustering Tree for Time Series.
How to cite:
Jiaqi Hu (2025). factree: Factor-Augmented Clustering Tree. R package version 0.1.0, https://cran.r-project.org/web/packages/factree. Accessed 10 Mar. 2026.
Previous versions and publish date:
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Complete documentation for factree
Functions, R codes and Examples using the factree R package
Full factree package functions and examples
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