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.

Version: 1.0-6
Depends: adlift, nlt
Suggests: fracdiff
Published: 2017-09-11
Author: Marina Knight [aut], Guy Nason [ctb], Matt Nunes [aut, cre]
Maintainer: Matt Nunes <m.nunes at lancaster.ac.uk>
License: GPL-2
NeedsCompilation: no
CRAN checks: liftLRD results

Downloads:

Reference manual: liftLRD.pdf
Package source: liftLRD_1.0-6.tar.gz
Windows binaries: r-devel: liftLRD_1.0-6.zip, r-release: liftLRD_1.0-6.zip, r-oldrel: liftLRD_1.0-6.zip
OS X El Capitan binaries: r-release: liftLRD_1.0-6.tgz
OS X Mavericks binaries: r-oldrel: liftLRD_1.0-6.tgz
Old sources: liftLRD archive

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