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## root / trunk / tests / changepoint / changepoint.tpl @ 2018

 1 ```DATA_SECTION ``` ``` init_int nobs ``` ``` init_vector y(1,nobs) ``` ``` vector predm(1,nobs) ``` ```PARAMETER_SECTION ``` ``` init_number m1 ``` ``` init_number m2 ``` ``` init_number cp ``` ``` objective_function_value f ``` ```PROCEDURE_SECTION ``` ``` double s=1; ``` ``` switch (current_phase()) ``` ``` { ``` ``` case 1: ``` ``` s=1.0; ``` ``` break; ``` ``` case 2: ``` ``` s=10.0; ``` ``` break; ``` ``` case 3: ``` ``` s=100.0; ``` ``` break; ``` ``` default: ``` ``` s=1000.0; ``` ``` break; ``` ``` } ``` ``` for (int i=1;i<=nobs;i++) ``` ``` { ``` ``` dvariable p=f1(i,cp,s); ``` ``` dvariable m=p*m1+(1.0-p)*m2; ``` ``` predm(i)=value(m); ``` ``` f+=square(y(i)-m); ``` ``` } ``` ``` ``` ```REPORT_SECTION ``` ``` report << predm << endl; ``` ```GLOBALS_SECTION ``` ``` #include ``` ``` dvariable f1(int i,const prevariable& cp,double s) ``` ``` { ``` ``` dvariable z=s*(cp-double(i)); ``` ``` if (value(z)<20.) ``` ``` { ``` ``` return 1.0/(1+exp(z)); ``` ``` } ``` ``` else ``` ``` { ``` ``` return exp(-z)/(1.0+exp(-z)); ``` ``` } ``` ``` } ```