The test PvarBreakTest uses quantiles from Monte-Carlo simulations.
The results of the simulations are saved in these data sets.
PvarQuantileDF
MeanCoef
SdCoefthe PvarQuantileDF is a data.frame with fields prob an Qaunt.
The field brob represent the probability and Quant gives correspondingly quantile.
MeanCoef and SdCoef is a named vector used in functions getMean and getSd.
Vygantas Butkus <Vygantas.Butkus@gmail.com>
The distribution of p-variation of BridgeT(x) are unknown,
therefore it was approximated form Monte-Carlo simulation based on 140 millions iterations.
The data frame PvarQuantile summarize the distribution of normalized statistics.
Meanwhile, MeanCoef and SdCoef defines the coefficients of functional form of mean and sd statistics of
PvarBreakTest statistics (see getMean).