pvar: Calculation and Application of p-Variation
The calculation of p-variation of the finite sample data.
This package is a realisation of the procedure described in Butkus, V. & Norvaisa, R. Lith Math J (2018). <doi:10.1007/s10986-018-9414-3>
The formal definitions and reference into literature are given in vignette.
| Version: |
2.2.5 |
| Imports: |
Rcpp (≥ 0.11.1) |
| LinkingTo: |
Rcpp |
| Suggests: |
e1071, testthat, knitr, formatR |
| Published: |
2018-11-15 |
| Author: |
Vygantas Butkus |
| Maintainer: |
Vygantas Butkus <Vygantas.Butkus at gmail.com> |
| License: |
GPL-2 |
| NeedsCompilation: |
yes |
| Materials: |
README |
| CRAN checks: |
pvar results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=pvar
to link to this page.