Package: factorcpt
Type: Package
Title: Simultaneous Change-Point and Factor Analysis
Version: 0.1.2
Authors@R: c(person("Haeran", "Cho", role = c("aut", "cre"), email = "haeran.cho@bristol.ac.uk"),
              person("Matteo", "Barigozzi", role = "aut"),
              person("Piotr", "Fryzlewicz", role = "aut"))
Author: Haeran Cho [aut, cre],
  Matteo Barigozzi [aut],
  Piotr Fryzlewicz [aut]
Maintainer: Haeran Cho <haeran.cho@bristol.ac.uk>
Description: Identifies change-points in the common and the idiosyncratic components via factor modelling.
License: GPL-2
LazyData: TRUE
Depends: R (>= 2.14.0)
Suggests: RcppArmadillo
Imports: Rcpp (>= 0.12.4), foreach, parallel, iterators, fields,
        doParallel
LinkingTo: Rcpp, RcppArmadillo
NeedsCompilation: yes
Packaged: 2016-12-26 10:02:09 UTC; mahrc
Repository: CRAN
Date/Publication: 2016-12-26 12:25:11
