pvarC

An internal function(written in C++) that calculates p-variation.

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

pvarC function

<dl><dt>x</dt>
<dd>a (non-empty) numeric vector of data values or an object of the class <code>pvar</code>.</dd>
<dt>p</dt>
<dd>a positive number indicating the power <code>p</code> in p-variation.</dd>
<dt>LSI</dt>
<dd>a length of small interval. It must be a positive odd number. 
This parameter do not have effect on final result, 
but might influence the speed of calculation.</dd></dl>

Arguments

p-variation calculation (in C++) — pvarC

<dl>

<dt>x</dt>
<dd>a (non-empty) numeric vector of data values or an object of the class <code>pvar</code>.</dd>


<dt>p</dt>
<dd>a positive number indicating the power <code>p</code> in p-variation.</dd>


<dt>LSI</dt>
<dd>a length of small interval. It must be a positive odd number. 
This parameter do not have effect on final result, 
but might influence the speed of calculation.</dd>

</dl>

pvarC: p-variation calculation (in C++)

Description

Usage

Value

Arguments

Details