mspe.plot

pred.error

lambda

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

mspe.plot function

Plot the cross-validation score — mspe.plot

Plot the cross-validation score

mspe.plot: Plot the cross-validation score

Description

Usage

Arguments

Value