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 |

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