CRAN/E | CliftLRD

CliftLRD

Complex-Valued Wavelet Lifting Estimators of the Hurst Exponent for Irregularly Sampled Time Series

Installation

About

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.

Key Metrics

Version	0.1-1
Published	2018-07-18 2102 days ago
Needs compilation?	no
License	GPL-2
CRAN checks	CliftLRD results

Downloads

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Last 30 days	161 +5%
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Last 365 days	2.107 -22%

Maintainer

Matt Nunes

nunesrpackages@gmail.com

Authors

Matt Nunes	aut / cre
Marina Knight	aut

Material

Reference manual
Package source

macOS

r-release	arm64
r-oldrel	arm64
r-release	x86_64
r-oldrel	x86_64

Windows

r-devel	x86_64
r-release	x86_64
r-oldrel	x86_64

Depends

CNLTreg
liftLRD

Suggests

fracdiff