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 2100 days ago
Needs compilation? no
License GPL-2
CRAN checks CliftLRD results

Downloads

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Maintainer

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