CliftLRD

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

CRAN Package

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.

  • Version0.1-1
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?No
  • Last release07/18/2018

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  • Depends2 packages
  • Suggests1 package