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>
License: GPL-2
NeedsCompilation: yes
CRAN checks: LinearDetect results


Reference manual: LinearDetect.pdf
Vignettes: my-vignette


Package source: LinearDetect_0.1.5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): LinearDetect_0.1.5.tgz, r-oldrel (arm64): LinearDetect_0.1.5.tgz, r-release (x86_64): LinearDetect_0.1.5.tgz, r-oldrel (x86_64): LinearDetect_0.1.5.tgz
Old sources: LinearDetect archive


Please use the canonical form to link to this page.