malithj

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,

malithj

#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

malithj

#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