Compute local loss function.
break.var.local.new(
method = "sparse",
data,
eta,
q,
max.iteration = 1000,
tol = 10^(-4),
pts,
an,
group.case = "columnwise",
group.index = NULL
)A list oject, which contains the followings
A vector of loss functions that include some break point
A vector of loss functions that exclude some break point
method: sparse, group sparse
input data matrix, with each column representing the time series component
tuning parameter eta for lasso
the AR order
max number of iteration for the fused lasso
tolerance for the fused lasso
the selected break points after the first step
the neighborhood size a_n
group sparse pattern: columnwise, rowwise.
group index for group sparse case