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
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
NeedsCompilation: no
Packaged: 2025-02-12 18:06:25 UTC; AAA
Author: Yuhan Tian [aut, cre],
  Abolfazl Safikhani [aut]
Maintainer: Yuhan Tian <yuhan.tian@ufl.edu>
Depends: R (>= 3.5.0)
Repository: CRAN
Date/Publication: 2025-02-13 08:40:02 UTC
Built: R 4.6.0; ; 2026-04-26 11:00:21 UTC; unix
