FluxPoint               FluxPoint change point detection algorithm
FluxPoint_raw           Core change point detection algorithm (given
                        known parameters)
add_jumps               Add mean shifts to multivariate time series
                        data
estimatePhinu_nondiag   Estimate non-diagonal VAR(1) parameters after
                        mean removal
estimate_RWVAR_cp_heter
                        Robust parameter estimation (RPE) for
                        multivariate time series
estimate_musseg         Estimate fluctuating mean segmentwise given
                        detected change points
generate_data           Generate multivariate time series from the
                        proposed model
get_Sig_e1_approx       Approximate the long-run covariance matrix
                        Gamma_{\boldsymbol{epsilon}}(0)
get_Sigs                Compute the covariance matrix
                        Sigma_{\mathrm{ALL}}^* for observations within
                        a moving window
get_metrics             Evaluate change point detection accuracy
                        metrics
plot_FluxPoint          Plot multivariate time series with detected
                        change points and estimated means
random_Phi              Randomly generate an autoregressive coefficient
                        matrix Phi
random_Signu            Randomly generate an innovation covariance
                        matrix Sigma_{\boldsymbol{nu}}
