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# CITATION.cff file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "VARcpDetectOnline" in publications use:'
type: software
license: GPL-2.0-only
title: 'VARcpDetectOnline: Sequential Change Point Detection for High-Dimensional
  VAR Models'
version: 0.2.1
doi: 10.32614/CRAN.package.VARcpDetectOnline
abstract: Implements the algorithm introduced in Tian, Y., and Safikhani, A. (2024)
  <https://doi.org/10.5705/ss.202024.0182>, "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.
authors:
- family-names: Tian
  given-names: Yuhan
  email: tyh9293@gmail.com
- family-names: Safikhani
  given-names: Abolfazl
  email: asafikha@gmu.edu
repository: https://cran.r-universe.dev
repository-code: https://github.com/Helloworld9293/VARcpDetectOnline
commit: 8cacd0fdd3056d6afd8fe74fa40d9c93bb350ebd
url: https://github.com/Helloworld9293/VARcpDetectOnline
date-released: '2026-07-02'
contact:
- family-names: Tian
  given-names: Yuhan
  email: tyh9293@gmail.com