https://pfryz.r-universe.devRecent package updates in pfryzR-universehttps://github.com/pfryz.pnghttps://pfryz.r-universe.devTue, 19 Apr 2022 11:00:02 GMTp.fryzlewicz@lse.ac.uk (Piotr Fryzlewicz)Top-down and bottom-up algorithms for nonparametric function estimation in Gaussian noise using Unbalanced Haar wavelets.https://github.com/r-universe/pfryz/actions/runs/26706643245Tue, 19 Apr 2022 11:00:02 GMTunbalhaar2.1successhttps://pfryz.r-universe.devhttps://github.com/cran/unbalhaarp.fryzlewicz@lse.ac.uk (Piotr Fryzlewicz)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>.https://github.com/r-universe/pfryz/actions/runs/26745336591Tue, 21 Dec 2021 06:10:06 GMTnsp1.0.0successhttps://pfryz.r-universe.devhttps://github.com/cran/nsp