Identifies change-points in the common and the idiosyncratic components via factor modelling.
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Haeran Cho, 2 years ago
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Haeran Cho [aut, cre]
Matteo Barigozzi [aut]
Piotr Fryzlewicz [aut]
Imports Rcpp, foreach, parallel, iterators, fields, doParallel
Linking to Rcpp, RcppArmadillo
See at CRAN