#' A simulated non-stationary multidimensional time series with regime changes.
#'
#' A simulated non-stationary multidimensional time series with five regimes (segments).
#' This time series is used for illustration.
#'
#' @format A data frame with 670 rows and 4 columns:
#' \describe{
#' \item{x}{The covariate variable (the sampling time for time series).}
#' \item{y1}{The first dimension of the time series. The latter has been
#' generated as follows:
#' \itemize{
#' \item First regime: 100 values of standard Normally distributed random numbers.
#' \item Second regime: 120 values of Normally distributed random numbers
#' with mean 7 and unit variance.
#' \item Third regime: 200 values of Normally distributed random numbers
#' with mean 4 and unit variance.
#' \item Fourth regime: 100 values of Normally distributed random numbers
#' with mean -1 and unit variance.
#' \item Fifth regime: 150 values of Normally distributed random numbers
#' with mean 3.5 and unit variance.
#' }
#' }
#' \item{y2}{The second dimension of the time series. The latter has been
#' generated as follows:
#' \itemize{
#' \item First regime: 100 values of Normally distributed random numbers
#' with mean 1 and unit variance.
#' \item Second regime: 120 values of Normally distributed random numbers
#' with mean 5 and unit variance.
#' \item Third regime: 200 values of Normally distributed random numbers
#' with mean 6 and unit variance.
#' \item Fourth regime: 100 values of Normally distributed random numbers
#' with mean -2 and unit variance.
#' \item Fifth regime: 150 values of Normally distributed random numbers
#' with mean 2 and unit variance.
#' }
#' }
#' \item{y3}{The third dimension of the time series. The latter has been
#' generated as follows:
#' \itemize{
#' \item First regime: 100 values of Normally distributed random numbers
#' with mean -2 and unit variance.
#' \item Second regime: 120 values of Normally distributed random numbers
#' with mean 10 and unit variance.
#' \item Third regime: 200 values of Normally distributed random numbers
#' with mean 8 and unit variance.
#' \item Fourth regime: 100 values of Normally distributed random numbers and unit variance.
#' \item Fifth regime: 150 values of Normally distributed random numbers
#' with mean 5 and unit variance.
#' }
#' }
#' }
#'
"toydataset"
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