Reimputate the missing values and perform the exhaustive search to "thin out" redundant break points.
second.step(
data_y,
data_x,
max.iteration = max.iteration,
tol = tol,
cp.first,
beta.est,
blocks,
data_y_miss
)A list object, which contains the followings
a set of selected break point after the exhaustive search step
the estimated coefficient matrix for each segmentation
input data matrix, with each column representing the time series component
input data matrix
max number of iteration for the fused lasso
tolerance for the fused lasso
the selected break points after the first step
the estiamted parameters by block fused lasso
the blocks
the data y matrix before the first imputation