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:
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