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.


Reference manual

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1.0-7 by Matt Nunes, a month ago

Browse source code at https://github.com/cran/liftLRD

Authors: Marina Knight [aut], Guy Nason [ctb], Matt Nunes [aut, cre]

Documentation:   PDF Manual  

GPL-2 license

Depends on adlift, nlt

Suggests fracdiff

See at CRAN