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

Downloads:

Reference manual: liftLRD.pdf
Package source: liftLRD_1.0-8.tar.gz
Windows binaries: r-devel: liftLRD_1.0-8.zip, r-release: liftLRD_1.0-8.zip, r-oldrel: liftLRD_1.0-8.zip
OS X binaries: r-release: liftLRD_1.0-8.tgz, r-oldrel: liftLRD_1.0-8.tgz
Old sources: liftLRD archive

Reverse dependencies:

Reverse depends: CliftLRD

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