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LinearDetect  

Change Point Detection in High-Dimensional Linear Regression Models
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]
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.
Previous versions and publish date:
0.1.4 (2021-03-18 11:00), 0.1.5 (2021-03-22 01:20)
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