Identifies change-points in the common and the idiosyncratic components via factor modelling.
Version: | 0.1.2 |
Depends: | R (≥ 2.14.0) |
Imports: | Rcpp (≥ 0.12.4), foreach, parallel, iterators, fields, doParallel |
LinkingTo: | Rcpp, RcppArmadillo |
Suggests: | RcppArmadillo |
Published: | 2016-12-26 |
Author: | Haeran Cho [aut, cre], Matteo Barigozzi [aut], Piotr Fryzlewicz [aut] |
Maintainer: | Haeran Cho <haeran.cho at bristol.ac.uk> |
License: | GPL-2 |
NeedsCompilation: | yes |
CRAN checks: | factorcpt results |
Reference manual: | factorcpt.pdf |
Package source: | factorcpt_0.1.2.tar.gz |
Windows binaries: | r-devel: factorcpt_0.1.2.zip, r-release: factorcpt_0.1.2.zip, r-oldrel: factorcpt_0.1.2.zip |
OS X El Capitan binaries: | r-release: factorcpt_0.1.2.tgz |
OS X Mavericks binaries: | r-oldrel: factorcpt_0.1.2.tgz |
Old sources: | factorcpt archive |
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