get_critical.nbd: Obtain critical values and threshold
In L2hdchange: L2 Inference for Change Points in High-Dimensional Time Series
View source: R/nbd_functions.R
get_critical.nbd R Documentation
Obtain critical values and threshold
Description
Obtain critical values and threshold
Usage
## S3 method for class 'nbd'
get_critical(hdobj)
Arguments
hdobj
An S3 object of class 'no_nbd' or 'nbd' generated
by ts_hdchange().
Value
A list containing the critical values and
the threshold parameter \omega.
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.
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View source: R/nbd_functions.R
| get_critical.nbd | R Documentation |
Obtain critical values and threshold
Description
Obtain critical values and threshold
Usage
## S3 method for class 'nbd'
get_critical(hdobj)
Arguments
hdobj |
An S3 object of class 'no_nbd' or 'nbd' generated
by |
Value
A list containing the critical values and
the threshold parameter \omega.
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.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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