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-devel-UCRT: 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-release (x86_64): LinearDetect_0.1.5.tgz, r-oldrel: LinearDetect_0.1.5.tgz
Old sources: LinearDetect archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=LinearDetect to link to this page.