get_critical.nbd: Obtain critical values and threshold
Description
Obtain critical values and threshold
Usage
# S3 method for nbd
get_critical(hdobj)
Value
A list containing the critical values and
the threshold parameter \(\omega\).
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.