Nothing
if (requireNamespace("mvtnorm", quietly = TRUE)) {
set.seed(1)
p <- 1
x <- mvtnorm::rmvnorm(300, rep(0, p), diag(p))
theta_0 <- matrix(c(1, -1, 0.5))
y <- c(
x[1:100, ] * theta_0[1, ] + rnorm(100, 0, 1),
x[101:200, ] * theta_0[2, ] + rnorm(100, 0, 1),
x[201:300, ] * theta_0[3, ] + rnorm(100, 0, 1)
)
result <- fastcpd.lm(cbind(y, x), r.clock = "fastcpd_profiler")
summary(result)
plot(result)
if (requireNamespace("RcppClock", quietly = TRUE)) {
library(RcppClock)
plot(fastcpd_profiler)
}
}
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