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CREATE TABLE entity ( | |
id INT AUTO_INCREMENT, | |
name VARCHAR(255), | |
currency VARCHAR(10), | |
type VARCHAR(255), | |
PRIMARY KEY (id) | |
); | |
CREATE TABLE transaction ( | |
id INT AUTO_INCREMENT, |
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#slope model | |
number <- 1000000 | |
position <- 1:number | |
data <- data.frame(signal = rep(c(1, 2), c(number/2, number/2))*position + rnorm(number), position=position) | |
ptm <- proc.time() | |
res <- postcp(signal ~ 1 , family = gaussian(), data = data, bp = c(number/5), sigma = 1) | |
proc.time() - ptm |
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#mean model | |
number <- 1000000 | |
data <- data.frame(signal = rnorm(number) + rep(c(2, 5), each=number/2), position = 1:number) | |
ptm <- proc.time() | |
res <- postcp(signal ~ 1 ,family = gaussian(), data = data, bp = c(number/5), sigma = 1) | |
proc.time() - ptm |