DataSets: Data sets of Monte-Carlo simulations results
Description
The test PvarBreakTest uses quantiles from Monte-Carlo simulations.
The results of the simulations are saved in these data sets.Usage
PvarQuantileDF
MeanCoef
SdCoef
Details
The distribution of p-variation of BBT(x) are unknown.
The distribution of p-variance is approximated form Monte-Carlo simulation based on 141 millions iterations.
The data frame PvarQuantile summarise the distribution of normalised statistics.
Meanwhile, MeanCoef and SdCoef defines the coefficients of functional form of mean and sd statistics.