pvarC: p-variation calculation (in C++)

Description Usage Arguments Details Value

View source: R/RcppExports.R

Description

An internal function(written in C++) that calculates p-variation.

Usage

1
pvarC(x, p, LSI = 3L)

Arguments

x

a (non-empty) numeric vector of data values or an object of the class pvar.

p

a positive number indicating the power p in p-variation.

LSI

a length of small interval. It must be a positive odd number. This parameter do not have effect on final result, but might influence the speed of calculation.

Details

This is a waking horse of this packages, nonetheless, users should not call this function directly (rather use pvar).

Value

An object of the class pvar.



pvar documentation built on May 19, 2017, 8:31 p.m.
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