Package: VARcpDetectOnline Title: Sequential Change Point Detection for High-Dimensional VAR Models Version: 0.2.1 Authors@R: c( person("Yuhan", "Tian", email = "tyh9293@gmail.com", role = c("aut", "cre")), person("Abolfazl", "Safikhani", email = "asafikha@gmu.edu", role = "aut")) Description: Implements the algorithm introduced in Tian, Y., and Safikhani, A. (2024) , "Sequential Change Point Detection in High-dimensional Vector Auto-regressive Models". This package provides tools for detecting change points in the transition matrices of VAR models, effectively identifying shifts in temporal and cross-correlations within high-dimensional time series data. Encoding: UTF-8 LazyData: true RoxygenNote: 7.3.3 Imports: MASS, corpcor, Matrix, glmnet, doParallel, stats Suggests: ggplot2 License: GPL-2 | file LICENSE URL: https://github.com/Helloworld9293/VARcpDetectOnline BugReports: https://github.com/Helloworld9293/VARcpDetectOnline/issues NeedsCompilation: no Packaged: 2026-07-03 00:06:03 UTC; root Author: Yuhan Tian [aut, cre], Abolfazl Safikhani [aut] Maintainer: Yuhan Tian Depends: R (>= 3.5.0) Repository: https://cran.r-universe.dev Date/Publication: 2026-07-02 22:31:03 UTC RemoteUrl: https://github.com/cran/VARcpDetectOnline RemoteRef: HEAD RemoteSha: 8cacd0fdd3056d6afd8fe74fa40d9c93bb350ebd