constant.sim.break

nobs

cnst

<p>covariance matrix of the white noise</p>

sigma

<p>Generate the constant model data with break points</p>

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.

constant.sim.break: Generate the constant model data with break points

Description

Usage

Arguments

Value