DataSets: Data sets of Monte-Carlo simulations results
In pvar: Calculation and Application of p-Variation
DataSets R Documentation
Data sets of Monte-Carlo simulations results
Description
The test PvarBreakTest uses quantiles from Monte-Carlo simulations.
The results of the simulations are saved in these data sets.
Usage
PvarQuantileDF
MeanCoef
SdCoef
Format
the PvarQuantileDF is a data.frame with fields prob an Qaunt.
The field brob represent the probability and Quant gives correspondingly quantile.
MeanCoef and SdCoef is a named vector used in functions getMean and getSd.
Details
The distribution of p-variation of BridgeT(x) are unknown,
therefore it was approximated form Monte-Carlo simulation based on 140 millions iterations.
The data frame PvarQuantile summarize the distribution of normalized statistics.
Meanwhile, MeanCoef and SdCoef defines the coefficients of functional form of mean and sd statistics of
PvarBreakTest statistics (see getMean).
Author(s)
Vygantas Butkus <Vygantas.Butkus@gmail.com>
Source
Monte-Carlo simulation
pvar documentation built on Oct. 18, 2022, 9:09 a.m.
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| DataSets | R Documentation |
Data sets of Monte-Carlo simulations results
Description
The test PvarBreakTest uses quantiles from Monte-Carlo simulations.
The results of the simulations are saved in these data sets.
Usage
PvarQuantileDF MeanCoef SdCoef
Format
the PvarQuantileDF is a data.frame with fields prob an Qaunt.
The field brob represent the probability and Quant gives correspondingly quantile.
MeanCoef and SdCoef is a named vector used in functions getMean and getSd.
Details
The distribution of p-variation of BridgeT(x) are unknown,
therefore it was approximated form Monte-Carlo simulation based on 140 millions iterations.
The data frame PvarQuantile summarize the distribution of normalized statistics.
Meanwhile, MeanCoef and SdCoef defines the coefficients of functional form of mean and sd statistics of
PvarBreakTest statistics (see getMean).
Author(s)
Vygantas Butkus <Vygantas.Butkus@gmail.com>
Source
Monte-Carlo simulation
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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