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LinearDetect
View on CRAN: Click
here
Download and install LinearDetect package within the R console
Install from CRAN:
install.packages("LinearDetect")
Install from Github:
library("remotes")
install_github("cran/LinearDetect")
Install by package version:
library("remotes")
install_version("LinearDetect", "0.1.5")
Attach the package and use:
library("LinearDetect")
Maintained by
Yue Bai
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-03-18
Latest Update: 2021-03-22
Description:
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.
How to cite:
Yue Bai (2021). LinearDetect: Change Point Detection in High-Dimensional Linear Regression
Models. R package version 0.1.5, https://cran.r-project.org/web/packages/LinearDetect. Accessed 01 Feb. 2025.
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Other R packages that LinearDetect depends,
imports, suggests or enhances
Functions, R codes and Examples using
the LinearDetect R package
Some associated functions: BIC . BIC.threshold.ggm . BIC.threshold . constant.sim.break . ggm.first.step.blocks . ggm.second.step.search . ggm.sim.break . lambda_warm_up_lm . lm.first.step.blocks . lm.second.step.search . lm.sim.break . mspe.plot . pred.block . pred.block.var . pred . pred.var . remove.extra.pts . soft_full . tbfl . var.first.step.blocks . var.second.step.search . var.sim.break .
Some associated R codes: LinearDetect-package.R . RcppExports.R . Full LinearDetect package functions and examples
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