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) } }