get_critical.nbd {L2hdchange}

Obtain critical values and threshold

Description

Obtain critical values and threshold

Usage

## S3 method for class 'nbd'
get_critical(hdobj)

Arguments

hdobj

An S3 object of class 'no_nbd' or 'nbd' generated by ts_hdchange().

Value

A list containing the critical values and the threshold parameter \omega.

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.