CliftLRD: Complex-Valued Wavelet Lifting Estimators of the Hurst Exponent
for Irregularly Sampled Time Series
Implementation of Hurst exponent estimators based on complex-valued lifting wavelet energy from Knight, M. I and Nunes, M. A. (2018) <doi:10.1007/s11222-018-9820-8>.
Version: |
0.1-1 |
Depends: |
CNLTreg, liftLRD |
Suggests: |
fracdiff |
Published: |
2018-07-18 |
Author: |
Matt Nunes [aut, cre],
Marina Knight [aut] |
Maintainer: |
Matt Nunes <nunesrpackages at gmail.com> |
License: |
GPL-2 |
NeedsCompilation: |
no |
CRAN checks: |
CliftLRD results |
Documentation:
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