ggm.sim.break: Generate the gaussian graphical model data with break points

In LinearDetect: Change Point Detection in High-Dimensional Linear Regression Models

Description

Generate the gaussian graphical model data with break points

Usage

ggm.sim.break(nobs, px, sigma, brk = nobs + 1)

Arguments

nobs	number of time points
px	the number of features
sigma	covariance matrix of the X matrix
brk	vector of break points

Value

A list object, which contains the followings

series_x

matrix of data

LinearDetect documentation built on March 22, 2021, 9:06 a.m.