Haeran Cho, Piotr Fryzlewicz, Matteo Barigozzi
Research output: Non-textual form › Software
Research output per year
Research output: Contribution to journal › Article (Academic Journal) › peer-review
TY - ADVS
T1 - factorcpt: Simultaneous Change-Point and Factor Analysis
AU - Cho, Haeran
AU - Fryzlewicz, Piotr
AU - Barigozzi, Matteo
PY - 2016/12/26
Y1 - 2016/12/26
N2 - Identifies change-points in the common and the idiosyncratic components via factor modelling.
AB - Identifies change-points in the common and the idiosyncratic components via factor modelling.
UR - https://cran.r-project.org/web/packages/factorcpt/index.html
M3 - Software
PB - CRAN