p-variation

Documentation for package ‘pvar’ version 1.0.6

pvar-package	p-variation calculation and it's application
%.%	Concatenate strings
BBT	Brownian Bridge transformation
BreakPoints	Structural break test
ChangePointsId	Change Points of a 'numeric' vector.
getMean	Quantiles and probabilities of p-variation
getSd	Quantiles and probabilities of p-variation
MeanCoef	Data sets of Monte-Carlo simulations results
MergePvar	Extra functions for 'pvar' objects.
MovingSum	Moving sum
NormalisePvar	Quantiles and probabilities of p-variation
plot.pvar	p-variation calculation
plot.PvarBreakTest	Structural break test
print.summary.pvar	p-variation calculation
print.summary.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
PvarSubset	Extra functions for 'pvar' objects.
rbridge	Random process generators
rwiener	Random process generators
SdCoef	Data sets of Monte-Carlo simulations results
SplitByExtremum	Split vector according extremum (minimum and maximum).
Split_MinMax	Split vector according extremum (minimum and maximum).
Split_MinMax_req	Split vector according extremum (minimum and maximum).
summary.pvar	p-variation calculation
summary.PvarBreakTest	Structural break test
Sum_p	p-variation summation function.