%% 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 & 0.664 & 0.746 & 0.783 &       &       &       &       \\
\textsc{binseg}   & \textbf{0.706} & \textbf{0.680} & 0.780 & 0.803 &       &       &       &       \\
\textsc{bocpd}    & 0.636 & 0.611 & \textbf{0.789} & \textbf{0.831} & 0.455 & 0.188 & \textbf{0.801} & \textbf{0.718} \\
\textsc{bocpdms}  & 0.633 & 0.476 & 0.744 & 0.569 & \textbf{0.486} & \textbf{0.286} & 0.623 & 0.386 \\
\textsc{cpnp}     & 0.535 & 0.534 & 0.552 & 0.567 &       &       &       &       \\
\textsc{ecp}      & 0.523 & 0.551 & 0.720 & 0.706 & 0.402 & 0.238 & 0.590 & 0.388 \\
\textsc{kcpa}     & 0.062 & 0.057 & 0.626 & 0.589 & 0.047 & 0.009 & 0.626 & 0.456 \\
\textsc{pelt}     & 0.689 & 0.653 & 0.725 & 0.703 &       &       &       &       \\
\textsc{prophet}  & 0.540 & 0.456 & 0.576 & 0.506 &       &       &       &       \\
\textsc{rbocpdms} & 0.629 & 0.418 &       &       & 0.402 & 0.250 &       &       \\
\textsc{rfpop}    & 0.392 & 0.372 & 0.414 & 0.392 &       &       &       &       \\
\textsc{segneigh} & 0.676 & 0.626 & 0.784 & 0.806 &       &       &       &       \\
\textsc{wbs}      & 0.330 & 0.300 & 0.428 & 0.390 &       &       &       &       \\
\cmidrule(r){1-1}\cmidrule(lr){2-5}\cmidrule(l){6-9}
\end{tabular}