This may be useful if you want to include the data lately or remove the included data (set as NULL).
set_data(.mp, data)Returns silently the original TSMP object with changed data.
mp <- tsmp(mp_toy_data$data[1:200, 1], window_size = 30, verbose = 0)
mp <- set_data(mp, NULL)
#
# TODO: Refactor
#