Code to accompany "Narrowest Significance Pursuit: inference for multiple change-points in linear models".

Open the script "NSP - code to accompany paper.R" in R.

Load the required libraries and datasets:

library(nsp)
library(stepR)
library(strucchange)

load("nsp.Rdata")

(Note nsp.Rdata is provided with this code.)

The R script is divided into sections, e.g.

#####################################################
### Section 5.1 -- code
#####################################################

- this contains the code corresponding to Section 5.1 in the paper, etc.
