Figure 3.

KCP change point solution and the ${\hat{R}}_{min}$-curve for the running correlations of the toy example. In (a), the change point locations and the variance criterion, ${\hat{R}}_{min,K}$ for every K (no. of change points) are tabulated. In (b), the ${\hat{R}}_{min}$-curve is exhibited, showing the expected downward trend as more change points are introduced in the data.