NEWS.md

In VARcpDetectOnline: Sequential Change Point Detection for High-Dimensional VAR Models

VARcpDetectOnline 0.2.0

• Removed dependency on the sparsevar package by incorporating the necessary functions directly.
• Modified fitVAR to specifically implement elastic net penalty (penalty = "ENET") and cross validation (method = "cv").
• Changed package license from MIT to GPL-2 because GPL-2 licensed code from the sparsevar package was incorporated.
• Updated documentation and attribution to reflect these changes.

VARcpDetectOnline 0.1.0

• Initial CRAN submission.

VARcpDetectOnline documentation built on April 12, 2025, 1:44 a.m.