get_GS_MAinf.no_nbd {L2hdchange} | R Documentation |
Obtain the simulated standardised gap vector
Description
Obtain the simulated standardised gap vector
Usage
## S3 method for class 'no_nbd'
get_GS_MAinf(hdobj)
Arguments
hdobj |
An S3 object of class 'no_nbd' or 'nbd' generated
by |
Value
An array of the simulated counterpart of |V_{i}|_{2}^{2}
.
References
Li, J., Chen, L., Wang, W. and Wu, W.B., 2022. \ell^2
Inference for Change Points in High-Dimensional Time Series via a Two-Way MOSUM.
arXiv preprint arXiv:2208.13074.
[Package L2hdchange version 1.0 Index]