Learn R Programming

L2hdchange (version 1.0)

get_GS_MAinf.nbd: Obtain the simulated standardised gap vector

Description

Obtain the simulated standardised gap vector

Usage

# S3 method for nbd
get_GS_MAinf(hdobj)

Value

An array of the simulated counterpart of \(|V_{i}|_{2}^{2}\).

Arguments

hdobj

An S3 object of class 'no_nbd' or 'nbd' generated by ts_hdchange().

References

Li, J., Chen, L., Wang, W. and Wu, W.B., 2022. \(\ell^2\) Inference for Change Points in High-Dimensional Time Series via a Two-Way MOSUM. arXiv preprint arXiv:2208.13074.