cov_dep_multi_norm |
Simulate covariate-dependent multiscale sup-norm for use in NSP |
cov_dep_multi_norm_poly |
Simulate covariate-dependent multiscale sup-norm for use in NSP, for piecewise-polynomial models |
cpt_importance |
Change-point importance (prominence) plot |
draw_rects |
Draw NSP intervals of significance as shaded rectangular areas on the current plot |
draw_rects_advanced |
Plot NSP intervals of significance at appropriate places along the graph of data |
nsp |
Narrowest Significance Pursuit algorithm with general covariates and user-specified threshold |
nsp_poly |
Narrowest Significance Pursuit algorithm for piecewise-polynomial signals |
nsp_poly_ar |
Narrowest Significance Pursuit algorithm for piecewise-polynomial signals with autoregression |
nsp_poly_selfnorm |
Self-normalised Narrowest Significance Pursuit algorithm for piecewise-polynomial signals |
nsp_selfnorm |
Self-normalised Narrowest Significance Pursuit algorithm with general covariates and user-specified threshold |
nsp_tvreg |
Narrowest Significance Pursuit algorithm with general covariates |
sim_max_holder |
Simulate Holder-like norm of the Wiener process for use in self-normalised NSP |
thresh_kab |
Compute the theoretical threshold for the multiscale sup-norm if the underlying distribution is standard normal |