Package: pvar 2.2.7
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.
Authors:
pvar_2.2.7.tar.gz
pvar_2.2.7.zip(r-4.7-x86_64)pvar_2.2.7.zip(r-4.7-arm64)pvar_2.2.7.zip(r-4.6-x86_64)pvar_2.2.7.zip(r-4.6-arm64)pvar_2.2.7.zip(r-4.5-x86_64)
pvar_2.2.7.tgz(r-4.6-x86_64)pvar_2.2.7.tgz(r-4.6-arm64)pvar_2.2.7.tgz(r-4.5-x86_64)pvar_2.2.7.tgz(r-4.5-arm64)
pvar_2.2.7.tar.gz(r-4.7-arm64)pvar_2.2.7.tar.gz(r-4.7-x86_64)pvar_2.2.7.tar.gz(r-4.6-arm64)pvar_2.2.7.tar.gz(r-4.6-x86_64)
pvar_2.2.7.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
pvar/json (API)
| # Install 'pvar' in R: |
| install.packages('pvar', repos = c('https://1vbutkus.r-universe.dev', 'https://cloud.r-project.org')) |
Datasets:
- MeanCoef - Data sets of Monte-Carlo simulations results
- PvarQuantileDF - Data sets of Monte-Carlo simulations results
- SdCoef - Data sets of Monte-Carlo simulations results
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:a8a2416732. Checks:13 NOTE, 2 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | NOTE | 91 | ||
| linux-devel-x86_64 | NOTE | 108 | ||
| source / vignettes | OK | 158 | ||
| linux-release-arm64 | NOTE | 92 | ||
| linux-release-x86_64 | NOTE | 111 | ||
| macos-release-arm64 | NOTE | 121 | ||
| macos-release-x86_64 | NOTE | 207 | ||
| macos-oldrel-arm64 | NOTE | 106 | ||
| macos-oldrel-x86_64 | NOTE | 485 | ||
| windows-devel-arm64 | NOTE | 364 | ||
| windows-devel-x86_64 | NOTE | 128 | ||
| windows-release-arm64 | NOTE | 311 | ||
| windows-release-x86_64 | NOTE | 77 | ||
| windows-oldrel-x86_64 | NOTE | 91 | ||
| wasm-release | OK | 88 |
Exports:%.%AddPvarAddPvarCBridgeTChangePointsgetMeangetSdIsEqualPvarNormalisePvarpvarPvarBreakTestpvarCPvarPvaluePvarQuantilerbridgercumbinrwienerSum_p
Dependencies:Rcpp
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| p-variation calculation and application | pvar-package |
| Concatenate strings | %.% |
| Addition of p-variation | AddPvar |
| Bridge transformation | BridgeT |
| Change Points of a 'numeric' vector | ChangePoints |
| Data sets of Monte-Carlo simulations results | DataSets MeanCoef PvarQuantileDF SdCoef |
| Test if two `pvar` objects are equivalent. | IsEqualPvar |
| p-variation calculation | plot.pvar pvar summary.pvar |
| Structural break test | plot.PvarBreakTest PvarBreakTest summary.PvarBreakTest |
| Quantiles and probabilities of p-variation | getMean getSd NormalisePvar PvarPvalue PvarQuantile |
| Random process generators | rbridge rcumbin rwiener |
| p-variation summation function | Sum_p |