The calculation of p-variation of the finite sample data. This package is a realisation of the procedure described in Butkus, V. & Norvaisa, R. Lith Math J (2018). <doi:10.1007/s10986-018-9414-3> The formal definitions and reference into literature are given in vignette.
| Version: | 2.2.5 |
| Imports: | Rcpp (≥ 0.11.1) |
| LinkingTo: | Rcpp |
| Suggests: | e1071, testthat, knitr, formatR |
| Published: | 2018-11-15 |
| Author: | Vygantas Butkus |
| Maintainer: | Vygantas Butkus <Vygantas.Butkus at gmail.com> |
| License: | GPL-2 |
| NeedsCompilation: | yes |
| Materials: | README |
| CRAN checks: | pvar results |
| Reference manual: | pvar.pdf |
| Vignettes: |
The brief intro into the package |
| Package source: | pvar_2.2.5.tar.gz |
| Windows binaries: | r-devel: pvar_2.2.5.zip, r-release: pvar_2.2.5.zip, r-oldrel: pvar_2.2.5.zip |
| OS X binaries: | r-release: pvar_2.2.5.tgz, r-oldrel: pvar_2.2.5.tgz |
| Old sources: | pvar archive |
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