VAR_cpDetect_Online     VAR_cpDetect_Online: Sequential change point
                        Detection for Vector Auto-Regressive Models
fitVAR                  Fit VAR Model with Elastic Net via Cross
                        Validation
generateVAR             Generate VAR Data
get_cps                 Identify the Beginning of the Alarm Clusters
sp500                   S&P 500 Daily Log Returns and Corresponding
                        Dates
