pvar-package |
p-variation calculation and application |
%.% |
Concatenate strings |
AddPvar |
Addition of p-variation |
BridgeT |
Bridge transformation |
ChangePoints |
Change Points of a 'numeric' vector |
DataSets |
Data sets of Monte-Carlo simulations results |
getMean |
Quantiles and probabilities of p-variation |
getSd |
Quantiles and probabilities of p-variation |
IsEqualPvar |
Test if two 'pvar' objects are equivalent. |
MeanCoef |
Data sets of Monte-Carlo simulations results |
NormalisePvar |
Quantiles and probabilities of p-variation |
plot.pvar |
p-variation calculation |
plot.PvarBreakTest |
Structural break test |
pvar |
p-variation calculation |
PvarBreakTest |
Structural break test |
PvarPvalue |
Quantiles and probabilities of p-variation |
PvarQuantile |
Quantiles and probabilities of p-variation |
PvarQuantileDF |
Data sets of Monte-Carlo simulations results |
rbridge |
Random process generators |
rcumbin |
Random process generators |
rwiener |
Random process generators |
SdCoef |
Data sets of Monte-Carlo simulations results |
summary.pvar |
p-variation calculation |
summary.PvarBreakTest |
Structural break test |
Sum_p |
p-variation summation function |