R/Hfrombeta.R

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

Defines functions Hfrombeta

Documented in Hfrombeta

Hfrombeta <-function(beta, model = c("FBM", "FGN", "ID")){

if(model=="FBM"){
	H <- abs((beta-1)/2)
}
else{
	H <- (beta+1)/2
}

H
}

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