nsp
1.0.0Inference for Multiple Change-Points in Linear Models
Overview
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.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 7%
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
1 release. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 1.0.0Latest2026-03-10 · current release
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2021-12-21
- Total releases
- 1 / 5 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.0.0
- Download size
- 2.9 MB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Start here. This is the citation for the package itself.
citation("nsp")CRAN DOI
https://doi.org/10.32614/CRAN.package.nspBibTeX, derived from DESCRIPTION
@Manual{nsp,
title = {nsp: Inference for Multiple Change-Points in Linear Models},
author = {Fryzlewicz, Piotr},
year = {2021},
note = {R package version 1.0.0},
doi = {10.32614/CRAN.package.nsp},
url = {https://CRAN.R-project.org/package=nsp}
}Derived from the package DESCRIPTION, not from a citation file the authors wrote. If they publish one later, prefer it.
This is the citation for the package. It is not a citation for the R Observatory.
Cite this page
Use this when the claim is about a measurement on this page.
BibTeX
@misc{robservatorynsp,
author = {Balamuta, James Joseph},
title = {{R} {Observatory}: Metrics for {nsp} version 1.0.0},
year = {2026},
publisher = {HJJB, LLC},
url = {https://r-observatory.thecoatlessprofessor.com/packages/nsp},
note = {Data set. Data release v2026-08-05}
}APA
Balamuta, J. J. (2026). R Observatory: Metrics for nsp version 1.0.0 [Data set]. HJJB, LLC. Data release v2026-08-05. https://r-observatory.thecoatlessprofessor.com/packages/nspRIS
TY - DATA
AU - Balamuta, James Joseph
TI - R Observatory: Metrics for nsp version 1.0.0
PY - 2026
PB - HJJB, LLC
N1 - Data release v2026-08-05
UR - https://r-observatory.thecoatlessprofessor.com/packages/nsp
ER - In prose
These package metrics were obtained from the R Observatory (Balamuta, 2026), data release v2026-08-05, https://r-observatory.thecoatlessprofessor.com/packages/nsp.Bound to data release v2026-08-05, which is what makes the numbers on this page reproducible. See how to cite.