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R packagepvar

This package deals with the\(p\)-variation of the sample. Nonetheless,it could be used for to calculate\(p\)-variation for arbitrary piecewisemonotonic function as well. See:

https://link.springer.com/article/10.1007/s10986-018-9414-3#citeas

If you intend to have use from this package, you need to be familiarwith the topic. The formal definitions and reference into literature aregiven in vignette.

There are two main functions in this package, namely

• pvar - it is a function that calculates the\(p\)-variation of the sample.
• PvarBreakTest - it is functions that performs a test of multiplechanges in a sequence of independent observations. This is one of theexample of\(p\)-variation use instatistics.

In any question or remarks please don’t hesitate to contact me byVygantas.Butkus@gmail.com

Best regards,

Vygantas Butkus