BIC                     BIC and HBIC function
BIC.threshold           BIC threshold for final parameter estimation
BIC.threshold.ggm       BIC threshold for final parameter estimation
                        (GGM)
constant.sim.break      Generate the constant model data with break
                        points
ggm.first.step.blocks   Threshold block fused lasso step for gaussian
                        graphical model.
ggm.second.step.search
                        Exhaustive search step for gaussian graphical
                        model.
ggm.sim.break           Generate the gaussian graphical model data with
                        break points
lambda_warm_up_lm       lambda warm up for linear regression model
lm.first.step.blocks    Threshold block fused lasso step for linear
                        regression model.
lm.second.step.search   Exhaustive search step for linear regression
                        model.
lm.sim.break            Generate the linear regression model data with
                        break points
mspe.plot               Plot the cross-validation score
pred                    prediction function
pred.block              Prediction function (block)
pred.block.var          Prediction function for VAR (block)
pred.var                Prediction function for VAR 2
remove.extra.pts        helper function for detection check
soft_full               soft threshold function
tbfl                    Threshold block fused lasso (TBFL) algorithm
                        for change point detection
var.first.step.blocks   Threshold block fused lasso step for linear
                        regression model.
var.second.step.search
                        Exhaustive search step
var.sim.break           Generating non-stationary ARMA data.
