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: 2.2.7
Imports: Rcpp (≥ 0.11.1)
LinkingTo: Rcpp
Suggests: e1071, testthat, knitr, formatR
Published: 2022-10-18
DOI: 10.32614/CRAN.package.pvar
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_2.2.7.tar.gz
Windows binaries: r-devel: pvar_2.2.7.zip, r-release: pvar_2.2.7.zip, r-oldrel: pvar_2.2.7.zip
macOS binaries: r-release (arm64): pvar_2.2.7.tgz, r-oldrel (arm64): pvar_2.2.7.tgz, r-release (x86_64): pvar_2.2.7.tgz, r-oldrel (x86_64): pvar_2.2.7.tgz
Old sources: pvar archive


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