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nsp  

Inference for Multiple Change-Points in Linear Models
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Download and install nsp package within the R console
Install from CRAN:
install.packages("nsp")

Install from Github:
library("remotes")
install_github("cran/nsp")

Install by package version:
library("remotes")
install_version("nsp", "1.0.0")



Attach the package and use:
library("nsp")
Maintained by
Piotr Fryzlewicz
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-12-21
Latest Update: 2021-12-21
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) .
How to cite:
Piotr Fryzlewicz (2021). nsp: Inference for Multiple Change-Points in Linear Models. R package version 1.0.0, https://cran.r-project.org/web/packages/nsp. Accessed 26 Aug. 2026.
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