detection_check | function for detection check |
eval_func | Evaluation function, return the performance of simulation results |
hausdorff_check | function for hausdorff distance computation |
lstsp | Main function for the low rank plus sparse structure VAR model |
plot.VARDetect.result | Plotting the output from VARDetect.result class |
plot_density | Function to plot the sparsity levels for estimated model parameters |
plot_granger | Function to plot Granger causality network |
plot_matrix | Plot the AR coefficient matrix |
print.VARDetect.result | Function to print the change points estimated by VARDetect |
simu_lstsp | Function to deploy simulation with LSTSP algorithm |
simu_tbss | Simulation function for TBSS algorithm |
simu_var | Generate VAR(p) model data with break points |
summary.VARDetect.result | Function to summarize the change points estimated by VARDetect |
summary.VARDetect.simu.result | A function to summarize the results for simulation |
tbss | block segmentation scheme (BSS). |
weekly | weekly stock price data |