# Change Point Detection in High-Dimensional Linear Regression Models

## Documentation for package ‘LinearDetect’ version 0.1.5

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

BIC | BIC and HBIC function
BIC.threshold | BIC threshold for final parameter estimation
BIC.threshold.ggm | BIC threshold for final parameter estimation (GGM)
constant.sim.break | Generate the constant model data with break points
ggm.first.step.blocks | Threshold block fused lasso step for gaussian graphical model.
ggm.second.step.search | Exhaustive search step for gaussian graphical model.
ggm.sim.break | Generate the gaussian graphical model data with break points
lambda_warm_up_lm | lambda warm up for linear regression model
lm.first.step.blocks | Threshold block fused lasso step for linear regression model.
lm.second.step.search | Exhaustive search step for linear regression model.
lm.sim.break | Generate the linear regression model data with break points
mspe.plot | Plot the cross-validation score
pred | prediction function
pred.block | Prediction function (block)
pred.block.var | Prediction function for VAR (block)
pred.var | Prediction function for VAR 2
remove.extra.pts | helper function for detection check
soft_full | soft threshold function
tbfl | Threshold block fused lasso (TBFL) algorithm for change point detection
var.first.step.blocks | Threshold block fused lasso step for linear regression model.
var.second.step.search | Exhaustive search step
var.sim.break | Generating non-stationary ARMA data.