tests/testthat/examples/fastcpd_binomial.R

In fastcpd: Fast Change Point Detection via Sequential Gradient Descent

if (requireNamespace("mvtnorm", quietly = TRUE)) {
  set.seed(1)
  n <- 500
  p <- 4
  x <- mvtnorm::rmvnorm(n, rep(0, p), diag(p))
  theta <- rbind(rnorm(p, 0, 1), rnorm(p, 2, 1))
  y <- c(
    rbinom(300, 1, 1 / (1 + exp(-x[1:300, ] %*% theta[1, ]))),
    rbinom(200, 1, 1 / (1 + exp(-x[301:n, ] %*% theta[2, ])))
  )
  result <- suppressWarnings(fastcpd.binomial(cbind(y, x)))
  summary(result)
  plot(result)
}