Package: nsp
Title: Inference for Multiple Change-Points in Linear Models
Version: 1.0.0
Authors@R: 
    person(given = "Piotr",
           family = "Fryzlewicz",
           role = c("aut", "cre"),
           email = "p.fryzlewicz@lse.ac.uk",
           comment = c(ORCID = "0000-0002-9676-902X"))
Description: Implementation of Narrowest Significance Pursuit, a general and
    flexible methodology for automatically detecting localised regions in data sequences
    which each must contain a change-point (understood as an abrupt change in the
    parameters of an underlying linear model), at a prescribed global significance level.
    Narrowest Significance Pursuit works with a wide range of distributional assumptions
    on the errors, and yields exact desired finite-sample coverage probabilities,
    regardless of the form or number of the covariates. For details, see P. Fryzlewicz
    (2021) <https://stats.lse.ac.uk/fryzlewicz/nsp/nsp.pdf>.
License: GPL (>= 3)
Encoding: UTF-8
RoxygenNote: 7.1.2
Depends: R (>= 3.0.0)
Imports: lpSolve
NeedsCompilation: no
Packaged: 2021-12-20 18:01:02 UTC; piotr
Author: Piotr Fryzlewicz [aut, cre] (<https://orcid.org/0000-0002-9676-902X>)
Maintainer: Piotr Fryzlewicz <p.fryzlewicz@lse.ac.uk>
Repository: CRAN
Date/Publication: 2021-12-21 07:10:06 UTC
Built: R 4.6.0; ; 2025-12-17 02:58:51 UTC; windows
