x<- sim.GRW.shift(ns=c(20,20), ms=c(0,1), vs=c(0.2, 0.2))
plot(x)
w.shift<- opt.GRW.shift(x, ng=2, model=1)
print (w.shift$par)
print (w.shift$shift.start) # estimated first sample in second segment
Run the code above in your browser using DataLab