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

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>.

Getting started

Package details

AuthorMarina Knight [aut], Guy Nason [ctb], Matt Nunes [aut, cre]
MaintainerMatt Nunes <[email protected]>
LicenseGPL-2
Version1.0-8
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("nunesmatt/liftLRD")
nunesmatt/liftLRD documentation built on July 23, 2018, 1:28 p.m.