pvar (2.2.5)

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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). The formal definitions and reference into literature are given in vignette.

Maintainer: Vygantas Butkus
Author(s): Vygantas Butkus

License: GPL-2

Uses: Rcpp, e1071, testthat, formatR, knitr

Released about 1 year ago.

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