R: L2 Inference for Change Points in High-Dimensional Time Series

# L2 Inference for Change Points in High-Dimensional Time Series

## Documentation for package ‘L2hdchange’ version 1.0

- DESCRIPTION file

## Help Pages

check_nbd | Check the validity of the neighbourhood specification
covid_data | U.S. COVID-19 Data
covid_nbd_info | U.S. COVID-19 Data Neighbourhood Information
est_hdchange | Construct an S3 class 'no_nbd' or 'nbd' for change-point estimation
genZ | Generate a random Gaussian vector
get_breaks | Obtain the time-stamps and spatial locations with breaks
get_breaks.nbd | Obtain the time-stamps and spatial locations with breaks
get_breaks.no_nbd | Obtain the time-stamps and spatial locations without break
get_cov_x_MAinf | The covariance matrix for generating random Gaussian vector
get_critical | Obtain critical values and threshold
get_critical.nbd | Obtain critical values and threshold
get_critical.no_nbd | Obtain critical values and threshold
get_GS_MAinf | Obtain the simulated standardised gap vector
get_GS_MAinf.nbd | Obtain the simulated standardised gap vector
get_GS_MAinf.no_nbd | Obtain the simulated standardised gap vector
get_lr_var | Compute the long-run variance of the gap vector
get_teststats | Obtain the test statistics
get_teststats.nbd | Obtain the test statistics
get_teststats.no_nbd | Obtain the test statistics
get_V_l2_MAinf | Obtain the standardised gap vector
get_V_l2_MAinf.nbd | Obtain the standardised gap vector
get_V_l2_MAinf.no_nbd | Obtain the standardised gap vector
hdchange | Estimate the time-stamps and spatial locations with breaks
plot_result | Plot the time series and change-points
plot_result.result_nbd | Plot the time series and change-points
plot_result.result_no_nbd | Plot the time series and change-points
sim_hdchange_nbd | Simulate data with neighbourhood
sim_hdchange_no_nbd | Simulate data without neighbourhood
summary.result_nbd | Summarize the estimation results
summary.result_no_nbd | Summarize the estimation results
test_existence | Test the existence of change-points in the data
ts_hdchange | 'no_nbd' or 'nbd' object construction