Efficient sampling from high-dimensional truncated Gaussian
 distributions, or multivariate truncated normal (MTN). Techniques include 
 zigzag Hamiltonian Monte Carlo as in Akihiko Nishimura, Zhenyu Zhang and 
 Marc A. Suchard (2024) <doi:10.1080/01621459.2024.2395587>, and  harmonic Monte Carlo in Ari Pakman 
 and Liam Paninski (2014) <doi:10.1080/10618600.2013.788448>.

Provides uniform testing procedures for existence and heterogeneity of threshold 
    effects in high-dimensional nonparametric panel regression models. The package accompanies
    the paper Chen, Keilbar, Su and Wang (2023) "Inference on many jumps in nonparametric panel
    regression models". arXiv preprint <doi:10.48550/arXiv.2312.01162>.

An implementation for high-dimensional time series analysis methods, including factor model for vector time series 
      proposed by Lam and Yao (2012) <doi:10.1214/12-AOS970> and Chang, Guo and Yao (2015)
      <doi:10.1016/j.jeconom.2015.03.024>, martingale difference test proposed by 
      Chang, Jiang and Shao (2023) <doi:10.1016/j.jeconom.2022.09.001>, principal 
      component analysis for vector time series proposed by Chang, Guo and Yao (2018) <doi:10.1214/17-AOS1613>,
      cointegration analysis proposed by Zhang, Robinson and Yao (2019)
      <doi:10.1080/01621459.2018.1458620>, unit root test proposed by Chang, Cheng and Yao (2022)
      <doi:10.1093/biomet/asab034>, white noise test proposed by Chang, Yao and Zhou (2017)
      <doi:10.1093/biomet/asw066>, CP-decomposition for matrix time 
      series proposed by Chang et al. (2023) <doi:10.1093/jrsssb/qkac011> and
      Chang et al. (2024) <doi:10.48550/arXiv.2410.05634>, and statistical inference for
      spectral density matrix proposed by Chang et al. (2022) 
      <doi:10.48550/arXiv.2212.13686>.

The Tweedie lasso model implements an iteratively reweighed least square (IRLS) strategy that incorporates a blockwise majorization decent (BMD) method, for efficiently computing solution paths of the (grouped) lasso and the (grouped) elastic net methods.