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.


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install.packages("liftLRD")

1.0-6 by Matt Nunes, 11 days 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