summary.VARDetect.result: Function to summarize the change points estimated by...

In VARDetect: Multiple Change Point Detection in Structural VAR Models

Function to summarize the change points estimated by VARDetect

Description

Summary method for objects of class VARDetect.result

Usage

## S3 method for class 'VARDetect.result'
summary(object, threshold = 0.1, ...)

Arguments

object	a VARDetect.result object
threshold	A numeric positive value, used to determine the threshold of nonzero entries
...	not in use

Value

A series of summary, including the estimated change points, running time

Examples

nob <- 1000
p <- 15
brk <- c(floor(nob / 3), floor(2 * nob / 3), nob + 1)
m <- length(brk)
q.t <- 1
try <- simu_var('sparse',nob=nob,k=p,lags=q.t,brk=brk,sp_pattern="off-diagonal",seed=1)
data <- try$series
data <- as.matrix(data)
fit <- tbss(data, method = "sparse", q = q.t)
summary(fit)

VARDetect documentation built on May 10, 2022, 9:07 a.m.