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inspect
The threshold level to be used in inspect is computed via Monte Carlo simulation of multivariate time series that do not contain any changepoints.
compute.threshold(n, p, nrep = 100, show_progress = TRUE)
Time length of the observation.
Dimension of the multivariate time series.
Number of Monte Carlo repetition to be used.
whether to show the progress of Monte Carlo simulation
A numeric value indicating the threshold level that should be used based on the Monte Carlo simulation.
# NOT RUN { compute.threshold(n=200, p=50) # }
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