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pvar  

Calculation and Application of p-Variation
View on CRAN: Click here


Download and install pvar package within the R console
Install from CRAN:
install.packages("pvar")

Install from Github:
library("remotes")
install_github("cran/pvar")

Install by package version:
library("remotes")
install_version("pvar", "2.2.7")



Attach the package and use:
library("pvar")
Maintained by
Vygantas Butkus
[Scholar Profile | Author Map]
First Published: 2012-09-28
Latest Update: 2022-10-18
Description:
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.
How to cite:
Vygantas Butkus (2012). pvar: Calculation and Application of p-Variation. R package version 2.2.7, https://cran.r-project.org/web/packages/pvar. Accessed 03 May. 2025.
Previous versions and publish date:
1.0.6 (2012-09-28 19:06), 1.0.9 (2013-12-11 14:55), 2.0 (2014-11-04 20:06), 2.1 (2014-12-23 16:21), 2.2.2 (2016-12-05 18:28), 2.2.4 (2018-11-12 14:00), 2.2.5 (2018-11-15 09:20), 2.2 (2015-01-09 08:01)
Other packages that cited pvar R package
View pvar citation profile
Other R packages that pvar depends, imports, suggests or enhances
Complete documentation for pvar
Functions, R codes and Examples using the pvar R package
Some associated functions: AddPvar . AddPvarC . BridgeT . ChangePoints . ConcatenateStrings . DataSets . IsEqualPvar . ProcessGenerators . PvarBreakTest . StatisticsPvarBreakTest . Sum_p . pvar-package . pvar . pvarC . 
Some associated R codes: PvarBreakTest.R . RcppExports.R . data.R . extra-functions.R . p-variation.R . pvar-package.R . test-functions.R .  Full pvar package functions and examples
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