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)
RcppClock:::plot.RcppClock(fastcpd_profiler)