Calculation and Application of p-Variation

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Documentation for package ‘pvar’ version 2.2.7

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

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