LinearDetect: Change Point Detection in High-Dimensional Linear Regression Models

A unified framework for simultaneous structural break detection and parameter estimation in high-dimensional linear models. The proposed method can handle a wide range of models, including change-in-mean model, multiple linear regression model, Vector auto-regressive model and Gaussian graphical model.

Version:	0.1.5
Imports:	stats, graphics, mvtnorm, factoextra, Rcpp, ggplot2, glmnet, sparsevar
LinkingTo:	Rcpp, RcppArmadillo
Suggests:	knitr, rmarkdown
Published:	2021-03-22
Author:	Yue Bai [aut, cre], Abolfazl Safikhani [aut]
Maintainer:	Yue Bai <baiyue at ufl.edu>
License:	GPL-2
NeedsCompilation:	yes
CRAN checks:	LinearDetect results

Documentation:

Reference manual:	LinearDetect.pdf
Vignettes:	my-vignette

Downloads:

Package source:	LinearDetect_0.1.5.tar.gz
Windows binaries:	r-devel: LinearDetect_0.1.5.zip, r-release: LinearDetect_0.1.5.zip, r-oldrel: LinearDetect_0.1.5.zip
macOS binaries:	r-release (arm64): LinearDetect_0.1.5.tgz, r-oldrel (arm64): LinearDetect_0.1.5.tgz, r-release (x86_64): LinearDetect_0.1.5.tgz, r-oldrel (x86_64): LinearDetect_0.1.5.tgz
Old sources:	LinearDetect archive

Linking:

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