R codes:

Li et al. (2023) "L2 Inference for Change Points in High-Dimensional Time Series via a Two-Way MOSUM'',  The Annals of Statistics: R Package: L2hdchange (CRAN)

Lin and Shin (2024) "Generalised Canonical Correlation Estimation for the Multilevel Factor Model ": R package: GCCfactor (CRAN)