| get_breaks.no_nbd {L2hdchange} | R Documentation |
Obtain the time-stamps and spatial locations without break
Description
Obtain the time-stamps and spatial locations without break
Usage
## S3 method for class 'no_nbd'
get_breaks(estobj)
Arguments
estobj |
An S3 object of class 'no_nbd' or 'nbd' generated
by |
Value
A list containing the total number of breaks \widehat{K}
and the time-stamps \hat{\tau}_{k}. See Algorithm 1 of Li et al. (2023).
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]