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 |
| Reference manual: | LinearDetect.pdf |
| Vignettes: |
my-vignette |
| 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: not available |
| macOS binaries: | r-release: LinearDetect_0.1.5.tgz, r-oldrel: LinearDetect_0.1.5.tgz |
| Old sources: | LinearDetect archive |
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