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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.

Installers

  • win-64 v2.2.5
  • osx-64 v2.2.5
  • linux-64 v2.2.5

conda install

To install this package run one of the following:
conda install r_test::r-pvar

Description


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