liftLRD: Wavelet Lifting Estimators of the Hurst Exponent for Regularly
and Irregularly Sampled Time Series
Implementations of Hurst exponent estimators based on the relationship between wavelet lifting scales and wavelet energy of Knight et al (2017) <doi:10.1007/s11222-016-9698-2>.
Version: |
1.0-8 |
Depends: |
adlift, nlt |
Suggests: |
fracdiff |
Published: |
2018-07-18 |
Author: |
Marina Knight [aut],
Guy Nason [ctb],
Matt Nunes [aut, cre] |
Maintainer: |
Matt Nunes <nunesrpackages at gmail.com> |
License: |
GPL-2 |
NeedsCompilation: |
no |
CRAN checks: |
liftLRD results |
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