Perform the exhaustive search to select the break point for each cluster.
third.step.exhaustive.search(
data,
q,
max.iteration = 1000,
tol = tol,
pts.list,
an,
phi.est.full = NULL,
phi.local.1 = NULL,
phi.local.2 = NULL,
blocks = NULL
)A list object, which contains the followings
a set of final selected break point after the third exhaustive search step
input data matrix, with each column representing the time series component
the AR order
max number of iteration for the fused lasso
tolerance for the fused lasso
the selected break points clustered by a_n after the second step
the neighborhood size a_n
list of local parameter estimator
a list of loca parameter estimator
a list of loca parameter estimator
the blocks