Package: VARcpDetectOnline
Title: Sequential Change Point Detection for High-Dimensional VAR
        Models
Version: 0.2.0
Authors@R: c(
    person("Yuhan", "Tian", email = "yuhan.tian@ufl.edu", role = c("aut", "cre")),
    person("Abolfazl", "Safikhani", email = "asafikha@gmu.edu", role = "aut"))
Description: Implements the algorithm introduced in Tian, Y., and
        Safikhani, A. (2024) <doi:10.5705/ss.202024.0182>, "Sequential
        Change Point Detection in High-dimensional Vector
        Auto-regressive Models". This package provides tools for
        detecting change points in the transition matrices of VAR
        models, effectively identifying shifts in temporal and
        cross-correlations within high-dimensional time series data.
Encoding: UTF-8
LazyData: true
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.2
Imports: MASS, corpcor, Matrix, glmnet, doParallel, stats
Suggests: ggplot2
License: GPL-2 | file LICENSE
URL: https://github.com/Helloworld9293/VARcpDetectOnline
BugReports: https://github.com/Helloworld9293/VARcpDetectOnline/issues
Repository: https://helloworld9293.r-universe.dev
Date/Publication: 2025-02-12 18:26:19 UTC
RemoteUrl: https://github.com/helloworld9293/varcpdetectonline
RemoteRef: HEAD
RemoteSha: 1e11a6bc5bb7fc8182796b3a9f6f208e492c8949
NeedsCompilation: no
Packaged: 2026-06-13 06:42:54 UTC; root
Author: Yuhan Tian [aut, cre],
  Abolfazl Safikhani [aut]
Maintainer: Yuhan Tian <yuhan.tian@ufl.edu>
Depends: R (>= 3.5.0)