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.

Package details

AuthorVygantas Butkus
MaintainerVygantas Butkus <Vygantas.Butkus@gmail.com>
LicenseGPL-2
Version2.2.5
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("pvar")

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pvar documentation built on May 2, 2019, 3:40 p.m.