MAR                     A funtion to generate a multivariate
                        autoregressive process (MAR) in time series
MAR_MTS_Covariance      A Funtion to generate a multivariate
                        autoregressive process (MAR) model in time
                        series. It is used for testing change-points
                        based on the change in multivariate means or
                        multivariate covariance for multivariate time
                        series. It also works for the change in
                        correlations between two univariate time
                        series.
MAR_Variance            A funtion to generate a multivariate
                        autoregressive process (MAR) model in time
                        series for testing change points based on
                        variance and autocovariance
SNSeg                   SNSeg: An R Package for Time Series
                        Segmentation via Self-Normalization (SN)
SNSeg_HD                Self-normalization (SN) based change points
                        estimation for high dimensional time series for
                        changes in high-dimensional means (SNHD).
SNSeg_Multi             Self-normalization (SN) based change points
                        estimation for multivariate time series
SNSeg_Uni               Self-normalization (SN) based change point
                        estimates for univariate time series
critical_values_HD      Critical Values of Self-Normalization (SN)
                        based test statistic for changes in
                        high-dimensional means (SNHD)
critical_values_multi   Critical Values of Self-Normalization (SN)
                        based test statistic for changes in multiple
                        parameters (SNCP)
critical_values_single
                        Critical Values of Self-Normalization (SN)
                        based test statistic for the change in a single
                        parameter (SNCP)
max_SNsweep             SN-based test statistic segmentation plot for
                        univariate, mulitivariate and high-dimensional
                        time series
