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
