r-L0cpt

Under an L0 penalty framework, a computationally efficient implementation of change point detection is developed. By integrating active set algorithms with warm start initialization, the package achieves linear-time complexity for solving change point detection problems. References: Wen et al. (2020) <doi:10.18637/jss.v094.i04>; Zhu et al. (2020)<doi:10.1073/pnas.2014241117>.