pred

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

pred function

<dl><dt>X</dt>
<dd>data for prediction</dd>
<dt>phi</dt>
<dd>parameter matrix</dd>
<dt>j</dt>
<dd>the start time point for prediction</dd>
<dt>p.x</dt>
<dd>the dimension of data X</dd>
<dt>p.y</dt>
<dd>the dimension of data Y</dd>
<dt>h</dt>
<dd>the length of observation to predict</dd></dl>

Arguments

pred — pred

<dl>

<dt>X</dt>
<dd>data for prediction</dd>


<dt>phi</dt>
<dd>parameter matrix</dd>


<dt>j</dt>
<dd>the start time point for prediction</dd>


<dt>p.x</dt>
<dd>the dimension of data X</dd>


<dt>p.y</dt>
<dd>the dimension of data Y</dd>


<dt>h</dt>
<dd>the length of observation to predict</dd>

</dl>

pred: pred

Description

Usage

Value

Arguments