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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>.
Package details |
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Author | Marina Knight [aut], Guy Nason [ctb], Matt Nunes [aut, cre] |
Maintainer | Matt Nunes <nunesrpackages@gmail.com> |
License | GPL-2 |
Version | 1.0-9 |
Package repository | View on CRAN |
Installation |
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