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The associated paper is now accepted for publication in Biometrika: see
doi:10.1093/biomet/asaf024 for full details.
Updated multiscale.np.mojo() function so that returned cpts are given in
time order.
The p-values returned by np.mojo(), np.mojo.multilag(), and mulsticale.np.mojo() have been replaced by importance scores: when the
bootstrap is used, these are essentially one minus the p-value.
Larger scores give more evidence of a change point.
Fixed error that occurs when using the manual threshold and the np.mojo.multilag() function, thanks to Chuanyang Zhang for spotting this.
You can now use different manual thresholds for different lags: for use
in np.mojo.multilag(), you can supply a vector, whilst for mulsticale.np.mojo(), you can supply a list of vectors.
Added package level documentation: see ?CptNonPar.