# Multiple Change Point Detection in Structural VAR Models

## Documentation for package ‘VARDetect’ version 0.1.8

- DESCRIPTION file.

## Help Pages

detection_check | Function for detection performance check
eeg | EEG signal data
eval_func | Evaluation function, return the performance of simulation results
hausdorff_check | Function for Hausdorff distance computation
lag_selection | Select the lag of the VAR model using total BIC method
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 networks
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