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

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>.

Package details

AuthorMatt Nunes [aut, cre], Marina Knight [aut]
MaintainerMatt Nunes <[email protected]>
Package repositoryView on CRAN
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CliftLRD documentation built on July 18, 2018, 5:01 p.m.