Based on Genius Works: Bayesian Online Changepoint Detection

~But Real Online Data Pattern

yeah, no matrix created before the "unknown" data comes along

~Slim Version with Slice

tedious history data removed and no interchange or other VecDense/Dense operation needed

~Original Version with mat package

show my respect

~Tested with the original data set

well, try [really hard] to earn trust

https://arxiv.org/pdf/0710.3742v1 https://gregorygundersen.com/blog/2019/08/13/bocd/ https://github.com/hildensia/bayesian_changepoint_detection/tree/master

~Everytime, the input and output would be different. sometimes changepoints may even merge!!!

Go Nuts!!!

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