%% This table requires booktabs!
\begin{tabular}{lrr|rrrr|rr}
 & \multicolumn{4}{c}{Univariate} & \multicolumn{4}{c}{Multivariate} \\\cmidrule(lr){2-5}\cmidrule(lr){6-9}
 & \multicolumn{2}{c}{Default} & \multicolumn{2}{c}{Best} & \multicolumn{2}{c}{Default} & \multicolumn{2}{c}{Best} \\\cmidrule(lr){2-3}\cmidrule(lr){4-5}\cmidrule(lr){6-7}\cmidrule(lr){8-9}
 & Cover & F1 & Cover & F1 & Cover & F1 & Cover & F1\\\cmidrule(r){1-1}\cmidrule(lr){2-5}\cmidrule(l){6-9}
\textsc{amoc}     & 0.702 & 0.704 & 0.746 & 0.799 &       &       &       &       \\
\textsc{binseg}   & \textbf{0.706} & \textbf{0.744} & 0.780 & 0.856 &       &       &       &       \\
\textsc{bocpd}    & 0.636 & 0.690 & \textbf{0.789} & \textbf{0.880} & 0.455 & \textbf{0.610} & \textbf{0.801} & \textbf{0.941} \\
\textsc{bocpdms}  & 0.633 & 0.507 & 0.744 & 0.620 & \textbf{0.486} & 0.429 & 0.623 & 0.533 \\
\textsc{cpnp}     & 0.535 & 0.607 & 0.552 & 0.666 &       &       &       &       \\
\textsc{ecp}      & 0.523 & 0.598 & 0.720 & 0.797 & 0.402 & 0.545 & 0.590 & 0.725 \\
\textsc{kcpa}     & 0.062 & 0.111 & 0.626 & 0.683 & 0.047 & 0.071 & 0.626 & 0.747 \\
\textsc{pelt}     & 0.689 & 0.710 & 0.725 & 0.787 &       &       &       &       \\
\textsc{prophet}  & 0.540 & 0.488 & 0.576 & 0.534 &       &       &       &       \\
\textsc{rbocpdms} & 0.629 & 0.447 &       &       & 0.402 & 0.356 &       &       \\
\textsc{rfpop}    & 0.392 & 0.499 & 0.414 & 0.531 &       &       &       &       \\
\textsc{segneigh} & 0.676 & 0.676 & 0.784 & 0.855 &       &       &       &       \\
\textsc{wbs}      & 0.330 & 0.412 & 0.428 & 0.533 &       &       &       &       \\
\textsc{zero}     & 0.583 & 0.669 & 0.579 & 0.662 & 0.464 & 0.577 & 0.464 & 0.577 \\
\cmidrule(r){1-1}\cmidrule(lr){2-5}\cmidrule(l){6-9}
\end{tabular}