ggm.sim.break

nobs

sigma

<p>Generate the gaussian graphical 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.

Yue Bai

LinearDetect

Change Point Detection in High-Dimensional Linear Regression
Models

Abolfazl Safikhani

ggm.sim.break function

Generate the gaussian graphical model data with break points — ggm.sim.break

Generate the gaussian graphical model data with break points

ggm.sim.break: Generate the gaussian graphical model data with break points

Description

Usage

Arguments

Value