Package: factree 0.1.0

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.

Authors:Jiaqi Hu [cre, aut], Ting Li [ctb], Zidan Luo [ctb], Xueqin Wang [ctb]