R: Sequential Change Point Detection for High-Dimensional VAR Models

# Sequential Change Point Detection for High-Dimensional VAR Models

## Documentation for package ‘VARcpDetectOnline’ version 0.2.1

- DESCRIPTION file
- Package NEWS

## Help Pages

fitVAR | Fit VAR Model with Elastic Net via Cross Validation
generateVAR | Generate VAR Data
get_cps | Identify the Beginning of the Alarm Clusters
sp500 | S&P 500 Daily Log Returns and Corresponding Dates
VAR_cpDetect_Online | VAR_cpDetect_Online: Sequential change point Detection for Vector Auto-Regressive Models