lambda_warm_up_lm

data_y

data_x

blocks

<p>the vector of indices for validation</p>

cv_index

<p>lambda warm up for linear regression model</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

lambda_warm_up_lm function

lambda warm up for linear regression model — lambda_warm_up_lm

lambda warm up for linear regression model

lambda_warm_up_lm: lambda warm up for linear regression model

Description

Usage

Arguments

Value