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).
This package deals with the $p$-variation of the sample. Nonetheless, it could be used for to calculate $p$-variation for arbitrary piecewise monotonic function as well. See:
If you intend to have use from this package, you need to be familiar with the topic. The formal definitions and reference into literature are given in vignette.
There are two main functions in this package, namely
In any question or remarks please don't hesitate to contact me by [email protected]