critical_values_multi {SNSeg}

Critical Values of Self-Normalization (SN) based test statistic for changes in multiple parameters (SNCP)

Description

A dataset containing the critical value of SN-based change point estimates based on simultaneous changes in multiple parameters.

Usage

critical_values_multi

Format

A data frame with 7 variables:

epsilon

value used to compute grid_size_scale and SN-based test statistic

p

dimension of the multi-parameters

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