Software

R package "LinearDetect" for change point detection for general family of high-dimensional linear models.

R package "VARDetect" for multiple change point detection in structural VAR Models.

R code for "Non-stationary Spatio-Temporal Modeling of COVID-19 Progression in the U.S." [link]

R code for "Fast and Scalable Algorithm for Detection of Structural Breaks in Large Scale High-Dimensional VAR Models." [link]

R code for "Multiple Change Point Detection in Low Rank and Sparse High Dimensional VAR Models." [link]