LinearDetect

Change Point Detection in High-Dimensional Linear Regression Models

CRAN Package

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.

  • Version0.1.5
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?Yes
  • Last release03/22/2021

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  • Imports8 packages
  • Suggests2 packages
  • Linking To2 packages