pvar: Calculation and Application of p-Variation

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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