nunesmatt/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>.

Getting started

Package details

AuthorMatt Nunes [aut, cre], Marina Knight [aut]
MaintainerMatt Nunes <[email protected]>
LicenseGPL-2
Version0.1-1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("nunesmatt/CliftLRD")
nunesmatt/CliftLRD documentation built on July 22, 2018, 1:38 a.m.