residual

estimated coefficient matrix of the model

hyperparameter for HBIC, if HBIC == TRUE.

gamma.val

method name for the model: MLR: Multiple Linear Regression; VAR: Vector autoregression;

method

A unified framework for simultaneous structural break detection and parameter estimation in high-dimensional linear models. The proposed method can handle a wide range of models, including change-in-mean model, multiple linear regression model, Vector auto-regressive model and Gaussian graphical model.

BIC: BIC and HBIC function

Description

Usage

Arguments

Value