factree: Factor-Augmented Clustering Tree
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.
| Version: |
0.1.0 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
irlba, foreach, doParallel, parallel, doRNG, mvtnorm |
| Suggests: |
knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: |
2025-12-10 |
| DOI: |
10.32614/CRAN.package.factree (may not be active yet) |
| Author: |
Jiaqi Hu [cre, aut],
Ting Li [ctb] (Assisted with methodology),
Zidan Luo [ctb] (Assisted with methodology),
Xueqin Wang [ctb] (Assisted with methodology) |
| Maintainer: |
Jiaqi Hu <hujiaqi at mail.ustc.edu.cn> |
| License: |
MIT + file LICENSE |
| NeedsCompilation: |
no |
| Materials: |
NEWS |
| CRAN checks: |
factree results |
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