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Lithuanian Mathematical Journal

, Volume 58, Issue 4, pp 360–378 | Cite as

Computation of p-variation

  • Vygantas ButkusEmail author
  • Rimas Norvaiša
Article

Abstract

A code for computing the p-variation of a piecewise monotone function is introduced. The code is publicly available in the R environment package under the name pvar. The algorithm is based on some properties of the p-variation of a piecewise monotone function proved in this paper. The mathematical results may have their own interest.

Keywords

p-variation computation piecewise monotone function 

MSC

26A45 

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Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Faculty of Mathematics and InformaticsVilnius UniversityVilniusLithuania

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