This function uses PCA-based method to find breaks. Simultaneous breaks are found from binary segmentation.

1 2 3 |

`Del` |
Delta away from the boundary restriction |

`L` |
the number of factors |

`q` |
methods in calculating long-run variance of the test statistic. Defaul is "andrew" "fixed" = length^1/3 or user specify the length |

`alpha` |
significance level of the test |

`nboot` |
the number of bootstrap sample for pvalue. Defauls is 199. |

`n.cl` |
number of cores in parallel computing. The default is (machine cores - 1) |

`bsize` |
block size for the Block Wild Boostrapping. Default is log(length), "sqrt" uses sqrt(length), "adaptive" deterines block size usign data dependent selection of Andrews |

`bootTF` |
determine whether the threshold is calculated from bootstrap or asymptotic |

`scaleTF` |
scale the variance into 1 |

`diagTF` |
include diagonal term of covariance matrix or not |

`plotTF` |
Draw plot to see test statistic and threshould |

`Input` |
data: Y = length*dim |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.