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L2hdchange (version 1.0)

get_breaks.nbd: Obtain the time-stamps and spatial locations with breaks

Description

Obtain the time-stamps and spatial locations with breaks

Usage

# S3 method for nbd
get_breaks(estobj)

Value

A list containing the total number of breaks \(\widehat{R}\) and the spatial-temporal location of the break \((\hat{\tau}_{r},\hat{s}_{r})\). See Algorithm 2 of Li et al. (2023).

Arguments

estobj

An S3 object of class 'no_nbd' or 'nbd' generated by est_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.