liftLRD

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

CRAN Package

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.

  • Version1.0-9
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?No
  • Last release09/17/2023

Team

Insights

Last 30 days

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN

Binaries

Dependencies

  • Depends2 packages
  • Suggests1 package
  • Reverse Depends1 package