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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "VARDetect" in publications use:'
type: software
license: GPL-2.0-only
title: 'VARDetect: Multiple Change Point Detection in Structural VAR Models'
version: 0.1.8
doi: 10.32614/CRAN.package.VARDetect
abstract: 'Implementations of Thresholded Block Segmentation Scheme (TBSS) and Low-rank
  plus Sparse Two Step Procedure (LSTSP) algorithms for detecting multiple changes
  in structural VAR models. The package aims to address the problem of change point
  detection in piece-wise stationary VAR models, under different settings regarding
  the structure of their transition matrices (autoregressive dynamics); specifically,
  the following cases are included: (i) (weakly) sparse, (ii) structured sparse, and
  (iii) low rank plus sparse. It includes multiple algorithms and related extensions
  from Safikhani and Shojaie (2020) <https://doi.org/10.1080/01621459.2020.1770097>
  and Bai, Safikhani and Michailidis (2020) <https://doi.org/10.1109/TSP.2020.2993145>.'
authors:
- family-names: Bai
  given-names: Yue
  email: baiyue69@gmail.com
- family-names: Bai
  given-names: Peiliang
  email: baiplstat@gmail.com
- family-names: Safikhani
  given-names: Abolfazl
  email: a.safikhani@ufl.edu
- family-names: Michailidis
  given-names: George
  email: gmichail@ufl.edu
repository: https://cranhaven.r-universe.dev
commit: fe8b0242ddfb59b7b5f15092404835cb4a3646ad
date-released: '2024-06-15'
contact:
- family-names: Bai
  given-names: Yue
  email: baiyue69@gmail.com