local.refine.CV.VAR1 {changepoints} | R Documentation |
Perform local refinement for VAR1 change points detection.
local.refine.CV.VAR1(cpt_init, DATA, zeta_set, delta_local)
cpt_init |
A |
DATA |
A |
zeta_set |
A |
delta_local |
A strictly |
A list
with the following structure:
cpt_hat |
A vector of estimated change point locations (sorted in strictly increasing order) |
zeta |
A scalar of selected zeta by cross-validation |
Daren Wang & Haotian Xu
Wang, Yu, Rinaldo and Willett (2019) <arxiv:1909.06359>