# NOT RUN {
set.seed(1)
Tt <- 1000
cp <- c(250,500,600,650,750)
mu <- c(2,3,6,9,12,15)
sd <- c(1,1,2,1,2,1)
m <- rep(mu,diff(c(0,cp,Tt)))
s <- rep(sd,diff(c(0,cp,Tt)))
x <- rnorm(Tt,m,s)
result <- mscp(x,kappa=4.77) # kappa set manually
# result <- mscp(x) # kappa derived in simulations
summary(result)
plot(result)
# }
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