Running examples in 'SKFCPD-Ex.R' failed
The error most likely occurred in:

> ### Name: plot_SKFCPD
> ### Title: Plot for SKFCPD model
> ### Aliases: plot_SKFCPD
> 
> ### ** Examples
> 
>   library(SKFCPD)
>   
>   #------------------------------------------------------------------------------
>   # Example: fast online changepoint detection with DEPENDENT data.
>   # 
>   # Data generation: Data follows a multidimensional Gaussian process with Matern 2.5 kernel.
>   #------------------------------------------------------------------------------
>   # Data Generation
>   set.seed(1)
>   
>   n_obs = 150
>   n_dim = 2
>   seg_len = c(70, 30, 20,30)
>   mean_each_seg = c(0,1,-1,0)
>   
>   x_mat=matrix(1:n_obs)
>   y_mat=matrix(NA, nrow=n_obs, ncol=n_dim)
>   
>   gamma = rep(5, n_dim) # range parameter of the covariance matrix
>   
>   # compute the matern 2.5 kernel
>   construct_cor_matrix = function(input, gamma){
+     n = length(input)
+     R0=abs(outer(input,(input),'-'))
+     matrix_one = matrix(1, n, n)
+     const = sqrt(5) * R0 / gamma
+     Sigma = (matrix_one + const + const^2/3) * (exp(-const))
+     return(Sigma)
+   }
>   
>   for(j in 1:n_dim){
+     y_each_dim = c()
+     for(i in 1:length(seg_len)){
+       nobs_per_seg = seg_len[i]
+       Sigma = construct_cor_matrix(1:nobs_per_seg, gamma[j])
+       L=t(chol(Sigma))
+       theta=rep(mean_each_seg[i],nobs_per_seg)+L%*%rnorm(nobs_per_seg)
+       y_each_dim = c(y_each_dim, theta+0.1*rnorm(nobs_per_seg))
+     }
+     y_mat[,j] = y_each_dim
+   }
>   
>   ## Detect changepoints by SKFCPD
>   Online_CPD_1 = SKFCPD(design = x_mat,
+                         response = y_mat,
+                         train_prop = 1/3)
Starting a new changepoint detection model.
No missing values found in the response.
Starting the training process:
Use first 33.33333% observations for training.
Esimated parameters: 
gamma: 4.35689 4.21304 
eta: 0.01618 0.01088 
sigma_2: 0.42814 0.72252 
Fast changepoint detection algorithm completed. 
Estimated changepoints:  71 101 121 
>   
>   ## visulize the results
>   plot_SKFCPD(Online_CPD_1)