CRAN/E | liftLRD

liftLRD

Wavelet Lifting Estimators of the Hurst Exponent for Regularly and Irregularly Sampled Time Series

Installation

About

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.

Key Metrics

Version 1.0-9
Published 2023-09-17 221 days ago
Needs compilation? no
License GPL-2
CRAN checks liftLRD results

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Maintainer

Maintainer

Matt Nunes

nunesrpackages@gmail.com

Authors

Marina Knight

aut

Guy Nason

ctb

Matt Nunes

aut / cre

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

Old Sources

liftLRD archive

Depends

adlift
nlt

Suggests

fracdiff

Reverse Depends

CliftLRD