critical_values_HD {SNSeg}

Critical Values of Self-Normalization (SN) based test statistic for changes in high-dimensional means (SNHD)

Description

A dataset containing the critical value of SN-based change point estimates based on changes in high-dimensional means.

Usage

critical_values_HD

Format

A data frame with 6 variables:

epsilon

value used to compute grid_size_scale and SN-based test statistic

0.9

critical value at confidence level 0.9

0.95

critical value at confidence level 0.95

0.99

critical value at confidence level 0.99

0.995

critical value at confidence level 0.995

0.999

critical value at confidence level 0.999