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-4.5)pvar_2.2.7.zip(r-4.4)pvar_2.2.7.zip(r-4.3)
pvar_2.2.7.tgz(r-4.4-x86_64)pvar_2.2.7.tgz(r-4.4-arm64)pvar_2.2.7.tgz(r-4.3-x86_64)pvar_2.2.7.tgz(r-4.3-arm64)
pvar_2.2.7.tar.gz(r-4.5-noble)pvar_2.2.7.tar.gz(r-4.4-noble)
pvar_2.2.7.tgz(r-4.4-emscripten)pvar_2.2.7.tgz(r-4.3-emscripten)
pvar.pdf |pvar.html✨
pvar/json (API)
| # Install 'pvar' in R: |
| install.packages('pvar', repos = c('https://1vbutkus.r-universe.dev', 'https://cloud.r-project.org')) |
- 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 2 years agofrom:a8a2416732. Checks:OK: 4 NOTE: 5. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 07 2024 |
| R-4.5-win-x86_64 | NOTE | Nov 07 2024 |
| R-4.5-linux-x86_64 | NOTE | Nov 07 2024 |
| R-4.4-win-x86_64 | NOTE | Nov 07 2024 |
| R-4.4-mac-x86_64 | NOTE | Nov 07 2024 |
| R-4.4-mac-aarch64 | NOTE | Nov 07 2024 |
| R-4.3-win-x86_64 | OK | Nov 07 2024 |
| R-4.3-mac-x86_64 | OK | Nov 07 2024 |
| R-4.3-mac-aarch64 | OK | Nov 07 2024 |
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 |
