Description Usage Arguments Value Author(s) References
Aggregates high-dimensional CUSUM statistic series via Double CUSUM approach, with additional parameters introduced to speed up the computation.
1 | func_dc_by(z, dmby, dtby)
|
z |
input data matrix |
dmby |
the function computes every |
dtby |
the function computes every |
cs |
a matrix of CUSUM series |
acs |
a matrix of absolute values of CUSUM series |
res |
pointwise maximum of Double CUSUM statistics |
mat |
a matrix of Double CUSUM statistics |
Haeran Cho
H. Cho (2016) Change-point detection in panel data via double CUSUM statistic. Electronic Journal of Statistics. 10: 2000-2038.
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