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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.
Getting started
Browse package contents
Package details |
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| Author | Yue Bai [aut, cre], Abolfazl Safikhani [aut] |
| Maintainer | Yue Bai <baiyue@ufl.edu> |
| License | GPL-2 |
| Version | 0.1.5 |
| Package repository | View on CRAN |
| Installation |
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