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 |
| 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 + fileLICENSE |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | factree results |
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