Detecting most recent changepoints from MV methd (Lavielle and Teyssiere, 2006) deal with multivariate data which is modeling the data within each segment as a multivariate (MV) Gaussian having a given covariance after generating censored data from MA model.
a censored data matrix obtained from MA1.data .
default 101*log(dim(data))). Here dim(data) means consider size(length) of series (n).
indicates the most recent changepoint in each series .
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