Sequential Change Point Detection for High-Dimensional VAR Models R package VARcpDetectOnline version 0.2.1 CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) Implements the algorithm introduced in Tian, Y., and Safikhani, A. (2024) <doi:10.5705/ss.202024.0182>, "Sequential Change Point Detection in High-dimensional Vector Auto-regressive Models". This package provides tools for detecting change points in the transition matrices of VAR models, effectively identifying shifts in temporal and cross-correlations within high-dimensional time series data. Software Depends: R (>= 3.5.0) Imports: MASS, corpcor, Matrix, glmnet, doParallel, stats Suggests: ggplot2 Yuhan Tian <tyh9293@gmail.com> Comprehensive R Archive Network (CRAN) Yuhan Tian [aut, cre], Abolfazl Safikhani [aut] GPL-2 file LICENSE (https://CRAN.R-project.org/package=VARcpDetectOnline/LICENSE) 2026-07-02 application/tgz https://CRAN.R-project.org/package=VARcpDetectOnline doi:10.32614/CRAN.package.VARcpDetectOnline