pvarC {pvar} | R Documentation |
p-variation calculation (in C++)
Description
An internal function(written in C++) that calculates p-variation.
Usage
pvarC(x, p, LSI = 3L)
Arguments
x |
a (non-empty) numeric vector of data values or an object of the class |
p |
a positive number indicating the power |
LSI |
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. |
Details
This is a waking horse of this packages, nonetheless, users should
not call this function directly (rather use pvar
).
Value
An object of the class pvar
.
[Package pvar version 2.2.7 Index]