{ "_id": "6a1c0e231d7bb097a0a2dd45", "Package": "L2hdchange", "Type": "Package", "Date": "2023-07-19", "Title": "L2 Inference for Change Points in High-Dimensional Time Series", "Version": "1.0", "Authors@R": "c(\nperson(\"Jiaqi\", \"Li\", email = \"lijiaqi@wustl.edu\", role = \"aut\"),\nperson(\"Likai\", \"Chen\", email = \"likai.chen@wustl.edu\", role = \"aut\"),\nperson(\"Weining\", \"Wang\", email = \"weining.wang@york.ac.uk\", role = \"aut\"),\nperson(\"Wei Biao\", \"Wu\", email = \"wbwu@galton.uchicago.edu\", role = \"aut\"),\nperson(\"Rui\", \"Lin\", email = \"ruilin1081@gmail.com\", role = \"cre\"))", "Maintainer": "Rui Lin ", "Description": "Provides a method for detecting multiple change points in\nhigh-dimensional time series, targeting dense or spatially\nclustered signals. See Li et al. (2023) \"L2 Inference for\nChange Points in High-Dimensional Time Series via a Two-Way\nMOSUM\". arXiv preprint .", "License": "GPL (>= 3)", "Encoding": "UTF-8", "LazyData": "true", "RoxygenNote": "7.2.3", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-31 10:28:07 UTC", "User": "root" }, "Author": "Jiaqi Li [aut], Likai Chen [aut], Weining Wang [aut], Wei Biao\nWu [aut], Rui Lin [cre]", "Repository": "https://rl1081.r-universe.dev", "Date/Publication": "2023-07-20 12:49:29 UTC", "RemoteUrl": "https://github.com/cran/L2hdchange", "RemoteRef": "HEAD", "RemoteSha": "0d5b8eb6bed031ba6e18290f3a27f0947a113e38", "MD5sum": "057771a36c94262f1a73ab5b4c5ba9d1", "_user": "rl1081", "_type": "src", "_file": "L2hdchange_1.0.tar.gz", "_fileid": "0dcf239854b1f3135110a65b153512fbf14df180c143cafc67fbe08108489a17", "_filesize": 503973, "_sha256": "0dcf239854b1f3135110a65b153512fbf14df180c143cafc67fbe08108489a17", "_created": "2026-05-31T10:28:07.000Z", "_published": "2026-05-31T10:32:03.589Z", "_distro": "noble", "_jobs": [ { "job": 78718642337, "time": 104, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7315972726" }, { "job": 78718642324, "time": 121, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7315974429" }, { "job": 78718642340, "time": 196, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7315978985" }, { "job": 78718642331, "time": 202, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7315977913" }, { "job": 78718500458, "time": 137, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7315962068" }, { "job": 78718642309, "time": 74, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7315969649" }, { "job": 78718642329, "time": 78, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7315970079" }, { "job": 78718642330, "time": 85, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7315971189" }, { "job": 78718642339, "time": 75, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7315969745" } ], "_buildurl": "https://github.com/r-universe/rl1081/actions/runs/26710060244", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/cran/L2hdchange", "_commit": { "id": "0d5b8eb6bed031ba6e18290f3a27f0947a113e38", "author": "Rui Lin ", "committer": "cran-robot ", "message": "version 1.0\n", "time": 1689857369 }, "_maintainer": { "name": "Rui Lin", "email": "ruilin1081@gmail.com", "login": "rl1081", "description": "Lecturer at School of Finance, SWUFE, Chengdu", "uuid": 143361544 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 2.10", "role": "Depends" } ], "_owner": "cran", "_selfowned": true, "_usedby": 0, "_updates": [], "_tags": [], "_stars": 1, "_contributors": [ { "user": "rl1081", "count": 1, "uuid": 143361544 } ], "_userbio": { "uuid": 143361544, "type": "user", "name": "Rui Lin", "description": "Lecturer at School of Finance, SWUFE, Chengdu" }, "_downloads": { "count": 128, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/L2hdchange" }, "_searchresults": 1, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/L2hdchange.html", "manual.pdf" ], "_realowner": "rl1081", "_cranurl": false, "_releases": [ { "version": "1.0", "date": "2023-07-20" } ], "_exports": [ "check_nbd", "est_hdchange", "genZ", "get_breaks", "get_cov_x_MAinf", "get_critical", "get_GS_MAinf", "get_lr_var", "get_teststats", "get_V_l2_MAinf", "hdchange", "plot_result", "sim_hdchange_nbd", "sim_hdchange_no_nbd", "test_existence", "ts_hdchange" ], "_datasets": [ { "name": "covid_data", "title": "U.S. COVID-19 Data", "object": "covid_data", "class": [ "matrix", "array" ], "fields": {}, "rows": 58, "table": true, "tojson": true }, { "name": "covid_nbd_info", "title": "U.S. COVID-19 Data Neighbourhood Information", "object": "covid_nbd_info", "class": [ "list" ], "fields": [], "table": false, "tojson": true } ], "_help": [ { "page": "check_nbd", "title": "Check the validity of the neighbourhood specification", "topics": [ "check_nbd" ] }, { "page": "covid_data", "title": "U.S. COVID-19 Data", "topics": [ "covid_data" ] }, { "page": "covid_nbd_info", "title": "U.S. COVID-19 Data Neighbourhood Information", "topics": [ "covid_nbd_info" ] }, { "page": "est_hdchange", "title": "Construct an S3 class 'no_nbd' or 'nbd' for change-point estimation", "topics": [ "est_hdchange" ] }, { "page": "genZ", "title": "Generate a random Gaussian vector", "topics": [ "genZ" ] }, { "page": "get_breaks", "title": "Obtain the time-stamps and spatial locations with breaks", "topics": [ "get_breaks" ] }, { "page": "get_breaks.nbd", "title": "Obtain the time-stamps and spatial locations with breaks", "topics": [ "get_breaks.nbd" ] }, { "page": "get_breaks.no_nbd", "title": "Obtain the time-stamps and spatial locations without break", "topics": [ "get_breaks.no_nbd" ] }, { "page": "get_cov_x_MAinf", "title": "The covariance matrix for generating random Gaussian vector", "topics": [ "get_cov_x_MAinf" ] }, { "page": "get_critical", "title": "Obtain critical values and threshold", "topics": [ "get_critical" ] }, { "page": "get_critical.nbd", "title": "Obtain critical values and threshold", "topics": [ "get_critical.nbd" ] }, { "page": "get_critical.no_nbd", "title": "Obtain critical values and threshold", "topics": [ "get_critical.no_nbd" ] }, { "page": "get_GS_MAinf", "title": "Obtain the simulated standardised gap vector", "topics": [ "get_GS_MAinf" ] }, { "page": "get_GS_MAinf.nbd", "title": "Obtain the simulated standardised gap vector", "topics": [ "get_GS_MAinf.nbd" ] }, { "page": "get_GS_MAinf.no_nbd", "title": "Obtain the simulated standardised gap vector", "topics": [ "get_GS_MAinf.no_nbd" ] }, { "page": "get_lr_var", "title": "Compute the long-run variance of the gap vector", "topics": [ "get_lr_var" ] }, { "page": "get_teststats", "title": "Obtain the test statistics", "topics": [ "get_teststats" ] }, { "page": "get_teststats.nbd", "title": "Obtain the test statistics", "topics": [ "get_teststats.nbd" ] }, { "page": "get_teststats.no_nbd", "title": "Obtain the test statistics", "topics": [ "get_teststats.no_nbd" ] }, { "page": "get_V_l2_MAinf", "title": "Obtain the standardised gap vector", "topics": [ "get_V_l2_MAinf" ] }, { "page": "get_V_l2_MAinf.nbd", "title": "Obtain the standardised gap vector", "topics": [ "get_V_l2_MAinf.nbd" ] }, { "page": "get_V_l2_MAinf.no_nbd", "title": "Obtain the standardised gap vector", "topics": [ "get_V_l2_MAinf.no_nbd" ] }, { "page": "hdchange", "title": "Estimate the time-stamps and spatial locations with breaks", "topics": [ "hdchange" ] }, { "page": "plot_result", "title": "Plot the time series and change-points", "topics": [ "plot_result" ] }, { "page": "plot_result.result_nbd", "title": "Plot the time series and change-points", "topics": [ "plot_result.result_nbd" ] }, { "page": "plot_result.result_no_nbd", "title": "Plot the time series and change-points", "topics": [ "plot_result.result_no_nbd" ] }, { "page": "sim_hdchange_nbd", "title": "Simulate data with neighbourhood", "topics": [ "sim_hdchange_nbd" ] }, { "page": "sim_hdchange_no_nbd", "title": "Simulate data without neighbourhood", "topics": [ "sim_hdchange_no_nbd" ] }, { "page": "summary.result_nbd", "title": "Summarize the estimation results", "topics": [ "summary.result_nbd" ] }, { "page": "summary.result_no_nbd", "title": "Summarize the estimation results", "topics": [ "summary.result_no_nbd" ] }, { "page": "test_existence", "title": "Test the existence of change-points in the data", "topics": [ "test_existence" ] }, { "page": "ts_hdchange", "title": "'no_nbd' or 'nbd' object construction", "topics": [ "ts_hdchange" ] } ], "_rundeps": [], "_score": 1, "_indexed": true, "_nocasepkg": "l2hdchange", "_universes": [ "rl1081" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.0", "date": "2026-05-31T10:29:41.000Z", "distro": "noble", "commit": "0d5b8eb6bed031ba6e18290f3a27f0947a113e38", "fileid": "d064bbdb60cc3f78a69fedec9d934019fba7fc680a0df5055d8937e6536d7887", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/rl1081/actions/runs/26710060244" }, { "r": "4.6.0", "os": "linux", "version": "1.0", "date": "2026-05-31T10:29:51.000Z", "distro": "noble", "commit": "0d5b8eb6bed031ba6e18290f3a27f0947a113e38", "fileid": "e0b172d572c091aafe9a5d8e6d5fc3be0c2816f27f3b09f57fcfcb418e6f7ed0", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/rl1081/actions/runs/26710060244" }, { "r": "4.5.3", "os": "mac", "version": "1.0", "date": "2026-05-31T10:30:38.000Z", "commit": "0d5b8eb6bed031ba6e18290f3a27f0947a113e38", "fileid": "20189bc8023ab264a234ff1f99f6e5044d144b3e241a7b06bc6e296ca6d3092e", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/rl1081/actions/runs/26710060244" }, { "r": "4.6.0", "os": "mac", "version": "1.0", "date": "2026-05-31T10:30:23.000Z", "commit": "0d5b8eb6bed031ba6e18290f3a27f0947a113e38", "fileid": "a7c7fdcc816ea10b383e25c27e8f8079c03d12eb28ea4ce9fdd7ff9061ceb34d", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/rl1081/actions/runs/26710060244" }, { "r": "4.6.0", "os": "wasm", "version": "1.0", "date": "2026-05-31T10:29:35.000Z", "commit": "0d5b8eb6bed031ba6e18290f3a27f0947a113e38", "fileid": "fba4c9eb338d156735182b72acb125281efe85a4fb08abddfd9198f20f7870e3", "status": "success", "buildurl": "https://github.com/r-universe/rl1081/actions/runs/26710060244" }, { "r": "4.7.0", "os": "win", "version": "1.0", "date": "2026-05-31T10:29:05.000Z", "commit": "0d5b8eb6bed031ba6e18290f3a27f0947a113e38", "fileid": "d585db50a27b4d368265844e1c281a9a9cf95c917691a2ee768fbef65c3fba38", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/rl1081/actions/runs/26710060244" }, { "r": "4.5.3", "os": "win", "version": "1.0", "date": "2026-05-31T10:29:17.000Z", "commit": "0d5b8eb6bed031ba6e18290f3a27f0947a113e38", "fileid": "28a278d69462cd27b576853052fd276b517715adaccc7af6af07d82c46a9246c", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/rl1081/actions/runs/26710060244" }, { "r": "4.6.0", "os": "win", "version": "1.0", "date": "2026-05-31T10:29:05.000Z", "commit": "0d5b8eb6bed031ba6e18290f3a27f0947a113e38", "fileid": "9e8be7de1c4ce6d864a6b5322b6157d06b9385e7a4ad2e6a1b818efc2a46051f", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/rl1081/actions/runs/26710060244" } ] }