AddPvarC

An internal function(written in C++) that merges two objects of pvar and effectively recalculates the p-variation of joined sample.

internal

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.

Vygantas Butkus

pvar

Calculation and Application of p-Variation

AddPvarC function

<dl><dt>PV1</dt>
<dd>an object of the class <code>pvar</code>.</dd>
<dt>PV2</dt>
<dd>an object of the class <code>pvar</code>, which has the same <code>p</code> value as PV1 object.</dd>
<dt>AddIfPossible</dt>
<dd><code>logical</code>. If TRUE (the default), then is is assumed, that two samples has common point. So,
the end of PV1 and the begging of PV2 will be treated as one point if it has the same value.</dd></dl>

Arguments

Addition of p-variation (in C++) — AddPvarC

<dl>

<dt>PV1</dt>
<dd>an object of the class <code>pvar</code>.</dd>


<dt>PV2</dt>
<dd>an object of the class <code>pvar</code>, which has the same <code>p</code> value as PV1 object.</dd>


<dt>AddIfPossible</dt>
<dd><code>logical</code>. If TRUE (the default), then is is assumed, that two samples has common point. So,
the end of PV1 and the begging of PV2 will be treated as one point if it has the same value.</dd>

</dl>

AddPvarC: Addition of p-variation (in C++)

Description

Usage

Value

Arguments

Details