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Combine two BayesCP objects
combine(bcp1, bcp2)
the first BayesCP object to be combined
the second BayesCP opbject to be combined
The combined BayesCP object. Notice that if bcp1 has n1 change points (n1 + 1 segments), and bcp2 has n2 change points (n2 + 1 segments), the combined bcp will have n1+n2 change points and n1+n2+2 segments.