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

prediction function

1	pred(X, phi, j, p.x, p.y, h = 1)

`X`	data for prediction
`phi`	parameter matrix
`j`	the start time point for prediction
`p.x`	the dimension of data X
`p.y`	the dimension of data Y
`h`	the length of observation to predict

prediction matrix

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

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