tests/testthat/examples/fastcpd_meanvariance_2.R

In fastcpd: Fast Change Point Detection via Sequential Gradient Descent

if (requireNamespace("mvtnorm", quietly = TRUE)) {
  set.seed(1)
  p <- 4
  result <- fastcpd.mv(
    rbind(
      mvtnorm::rmvnorm(300, mean = rep(0, p), sigma = diag(1, p)),
      mvtnorm::rmvnorm(400, mean = rep(10, p), sigma = diag(1, p)),
      mvtnorm::rmvnorm(300, mean = rep(0, p), sigma = diag(100, p)),
      mvtnorm::rmvnorm(300, mean = rep(0, p), sigma = diag(1, p)),
      mvtnorm::rmvnorm(400, mean = rep(10, p), sigma = diag(1, p)),
      mvtnorm::rmvnorm(300, mean = rep(10, p), sigma = diag(100, p))
    )
  )
  summary(result)
}