DCDP

Code for the paper Divide and Conquer Dynamic Programming: An Almost Linear Time Change Point Detection Methodology in High Dimensions

Simulation

For each model,

1. Run data_generation.ipynb first to get the synthetic data.
2. Run the script of each method to get results.

Real data

1. Go to folder "preprocess" and run "check_data.R" to preprocess the datasets and save them into .csv files;
2. Run the script for each dataset.