critical_values_multi: Critical Values of Self-Normalization (SN) based test...
In SNSeg: Self-Normalization(SN) Based Change-Point Estimation for Time Series

critical_values_multi

R Documentation

Critical Values of Self-Normalization (SN) based test statistic for changes in multiple parameters (SNCP)

A dataset containing the critical value of SN-based change point estimates based on simultaneous changes in multiple parameters.

critical_values_multi

A data frame with 7 variables:

epsilon: value used to compute grid_size_scale and SN-based test statistic
p: dimension of the multi-parameters
0.9: critical value at confidence level 0.9
0.95: critical value at confidence level 0.95
0.99: critical value at confidence level 0.99
0.995: critical value at confidence level 0.995
0.999: critical value at confidence level 0.999

SNSeg documentation built on June 22, 2024, 10:50 a.m.

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