Man pages for pvar
Calculation and Application of p-Variation
| 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 |
