pred.block

<p>the start time point for prediction</p>

<p>the length of observation to predict</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

pred.block: Prediction function (block)

Description

Usage

Arguments

Value