Files in VARDetect
Multiple Change Point Detection in Structural VAR Models
MD5
NAMESPACE
DESCRIPTION
R/RcppExports.R
R/data.R
R/Functions_BSS_SGL.R
R/Functions_LpS.R
src/Makevars.win
src/Makevars
src/RcppExports.cpp
src/Functions_BSS_SGL.cpp
data/weekly.RData
man/detection_check.Rd
man/plot_granger.Rd
man/fista.nuclear.Rd
man/plot.VARDetect.result.Rd
man/detect.LpS.Rd
man/block.finder.Rd
man/remove.extra.pts.Rd
man/prox.sparse.func.Rd
man/second.step.local.Rd
man/fista.LpS.Rd
man/plot_matrix.Rd
man/sparse.pen.Rd
man/simu_lstsp.Rd
man/shrinkage.lr.Rd
man/pred.block.Rd
man/simu_var.Rd
man/hausdorff_check.Rd
man/cv.detect.LpS.Rd
man/print.VARDetect.result.Rd
man/third.step.exhaustive.search.Rd
man/break.var.lps.Rd
man/cv.separate.Rd
man/break.var.local.new.Rd
man/obj.func.Rd
man/gradf.func.Rd
man/eval_func.Rd
man/first.step.blocks.Rd
man/second.step.detect.Rd
man/plot_density.Rd
man/summary.VARDetect.result.Rd
man/f.func.Rd
man/prox.nuclear.func.fLS.Rd
man/nuclear.pen.Rd
man/summary.VARDetect.simu.result.Rd
man/prox.nuclear.func.Rd
man/pred.Rd
man/lstsp.Rd
man/tbss.Rd
man/first.step.blocks.group.Rd
man/backward.selection.Rd
man/cv.tuning.selection.Rd
man/first.step.detect.Rd
man/Q.func.Rd
man/simu_tbss.Rd
man/BIC.Rd
man/weekly.Rd
man/shrinkage.Rd
