A four step change point detection method that can detect break points with the presence of missing values proposed by Liu and Safikhani (2023) <https://drive.google.com/file/d/1a8sV3RJ8VofLWikTDTQ7W4XJ76cEj4Fg/view?usp=drive_link>.

Yanxi Liu

MissCP

Change Point Detection with Missing Values

Abolfazl Safikhani

BIC function

<dl><dt>residual</dt>
<dd>residual matrix</dd>
<dt>phi</dt>
<dd>estimated coefficient matrix of the model</dd></dl>

Arguments

BIC — BIC

<dl>

<dt>residual</dt>
<dd>residual matrix</dd>


<dt>phi</dt>
<dd>estimated coefficient matrix of the model</dd>

</dl>

BIC: BIC

Description

Usage

Value

Arguments