get_GS_MAinf.no_nbd: Obtain the simulated standardised gap vector

In L2hdchange: L2 Inference for Change Points in High-Dimensional Time Series

Obtain the simulated standardised gap vector

Description

Obtain the simulated standardised gap vector

Usage

## S3 method for class 'no_nbd'
get_GS_MAinf(hdobj)

Arguments

hdobj

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

Value

An array of the simulated counterpart of |V_{i}|_{2}^{2}.

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.

L2hdchange documentation built on July 26, 2023, 6:06 p.m.