get_breaks.nbd: Obtain the time-stamps and spatial locations with breaks

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

Obtain the time-stamps and spatial locations with breaks

Description

Obtain the time-stamps and spatial locations with breaks

Usage

## S3 method for class 'nbd'
get_breaks(estobj)

Arguments

estobj

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

Value

A list containing the total number of breaks \widehat{R} and the spatial-temporal location of the break (\hat{\tau}_{r},\hat{s}_{r}). See Algorithm 2 of Li et al. (2023).

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.