Man pages for L2hdchange
L2 Inference for Change Points in High-Dimensional Time Series
| check_nbd | Check the validity of the neighbourhood specification |
| covid_data | U.S. COVID-19 Data |
| covid_nbd_info | U.S. COVID-19 Data Neighbourhood Information |
| est_hdchange | Construct an S3 class 'no_nbd' or 'nbd' for change-point... |
| genZ | Generate a random Gaussian vector |
| get_breaks | Obtain the time-stamps and spatial locations with breaks |
| get_breaks.nbd | Obtain the time-stamps and spatial locations with breaks |
| get_breaks.no_nbd | Obtain the time-stamps and spatial locations without break |
| get_cov_x_MAinf | The covariance matrix for generating random Gaussian vector |
| get_critical | Obtain critical values and threshold |
| get_critical.nbd | Obtain critical values and threshold |
| get_critical.no_nbd | Obtain critical values and threshold |
| get_GS_MAinf | Obtain the simulated standardised gap vector |
| get_GS_MAinf.nbd | Obtain the simulated standardised gap vector |
| get_GS_MAinf.no_nbd | Obtain the simulated standardised gap vector |
| get_lr_var | Compute the long-run variance of the gap vector |
| get_teststats | Obtain the test statistics |
| get_teststats.nbd | Obtain the test statistics |
| get_teststats.no_nbd | Obtain the test statistics |
| get_V_l2_MAinf | Obtain the standardised gap vector |
| get_V_l2_MAinf.nbd | Obtain the standardised gap vector |
| get_V_l2_MAinf.no_nbd | Obtain the standardised gap vector |
| hdchange | Estimate the time-stamps and spatial locations with breaks |
| plot_result | Plot the time series and change-points |
| plot_result.result_nbd | Plot the time series and change-points |
| plot_result.result_no_nbd | Plot the time series and change-points |
| sim_hdchange_nbd | Simulate data with neighbourhood |
| sim_hdchange_no_nbd | Simulate data without neighbourhood |
| summary.result_nbd | Summarize the estimation results |
| summary.result_no_nbd | Summarize the estimation results |
| test_existence | Test the existence of change-points in the data |
| ts_hdchange | 'no_nbd' or 'nbd' object construction |
