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.
- Version0.1.5
- R versionunknown
- LicenseGPL-2
- Needs compilation?Yes
- Last release03/22/2021
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Team
Yue Bai
Abolfazl Safikhani
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- Imports8 packages
- Suggests2 packages
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