pvar: Calculation and Application of p-Variation
Version 2.2.2

The calculation of p-variation of the finite sample data.

Browse man pages Browse package API and functions Browse package files

AuthorVygantas Butkus
Date of publication2016-12-05 18:28:47
MaintainerVygantas Butkus <Vygantas.Butkus@gmail.com>
LicenseGPL-2
Version2.2.2
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("pvar")

Man pages

AddPvar: Addition of p-variation
AddPvarC: Addition of p-variation (in C++)
BridgeT: Bridge transformation
ChangePoints: Change Points of a 'numeric' vector
ConcatenateStrings: Concatenate strings
DataSets: Data sets of Monte-Carlo simulations results
IsEqualPvar: Test if two 'pvar' objects are equivalent.
ProcessGenerators: Random process generators
pvar: p-variation calculation
PvarBreakTest: Structural break test
pvarC: p-variation calculation (in C++)
pvar-package: p-variation calculation and application
StatisticsPvarBreakTest: Quantiles and probabilities of p-variation
Sum_p: p-variation summation function

Functions

AddPvar Man page Source code
AddPvarC Man page Source code
BridgeT Man page Source code
ChangePoints Man page Source code
ChangePointsId_R Source code
CheckSmallIntervals Source code
CheckSmallIntervalsB Source code
CheckSmallIntervals_R Source code
DataSets Man page
IsEqualPvar Man page Source code
MeanCoef Man page
MovingSum Source code
NormalisePvar Man page Source code
Ops.pvar Source code
PvarBreakTest Man page Source code
PvarPvalue Man page Source code
PvarQuantile Man page Source code
PvarQuantileDF Man page
SafeNearComparison Source code
SdCoef Man page
Sum_p Man page Source code
\%.\% Man page
as.list.pvar Source code
getMean Man page Source code
getSd Man page Source code
plot.PvarBreakTest Man page Source code
plot.pvar Man page Source code
prepare_prt Source code
print.PvarBreakTest Source code
print.pvar Source code
print.summary.PvarBreakTest Source code
print.summary.pvar Source code
pvar Man page Source code
pvar-package Man page
pvarC Man page Source code
rbridge Man page Source code
rcumbin Man page Source code
rwiener Man page Source code
summary.PvarBreakTest Man page Source code
summary.pvar Man page Source code

Files

inst
inst/tests
inst/tests/test-string.R
inst/tests/test-Cinternal.R
inst/tests/test-PvarBreakTest.R
inst/tests/test-pvar.R
inst/tests/test-C.R
inst/extdata
inst/extdata/caselist_oldversion.RData
inst/extdata/GTC_pvar.R
inst/extdata/caselist.RData
inst/doc
inst/doc/pvar_intro.pdf
inst/doc/pvar_intro.R
inst/doc/pvar_intro.Rnw
tests
tests/test-all.R
src
src/pvarC.cpp
src/RcppExports.cpp
NAMESPACE
data
data/PvarTestStatistics_Quantile.RData
R
R/PvarBreakTest.R
R/data.R
R/test-functions.R
R/RcppExports.R
R/pvar-package.R
R/p-variation.R
R/extra-functions.R
vignettes
vignettes/pvar_intro.Rnw
README.md
MD5
build
build/vignette.rds
DESCRIPTION
man
man/pvarC.Rd
man/pvar-package.Rd
man/AddPvarC.Rd
man/ConcatenateStrings.Rd
man/ProcessGenerators.Rd
man/BridgeT.Rd
man/StatisticsPvarBreakTest.Rd
man/pvar.Rd
man/Sum_p.Rd
man/IsEqualPvar.Rd
man/ChangePoints.Rd
man/AddPvar.Rd
man/DataSets.Rd
man/PvarBreakTest.Rd
pvar documentation built on May 19, 2017, 8:31 p.m.