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>.

Version: 0.1-1
Depends: CNLTreg, liftLRD
Suggests: fracdiff
Published: 2018-07-18
Author: Matt Nunes [aut, cre], Marina Knight [aut]
Maintainer: Matt Nunes <nunesrpackages at gmail.com>
License: GPL-2
NeedsCompilation: no
CRAN checks: CliftLRD results

Documentation:

Reference manual: CliftLRD.pdf

Downloads:

Package source: CliftLRD_0.1-1.tar.gz
Windows binaries: r-devel: CliftLRD_0.1-1.zip, r-release: CliftLRD_0.1-1.zip, r-oldrel: CliftLRD_0.1-1.zip
macOS binaries: r-release (arm64): CliftLRD_0.1-1.tgz, r-oldrel (arm64): CliftLRD_0.1-1.tgz, r-release (x86_64): CliftLRD_0.1-1.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=CliftLRD to link to this page.