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
DOI: 10.32614/CRAN.package.CliftLRD
Author: Matt Nunes [aut, cre], Marina Knight [aut]
Maintainer: Matt Nunes <nunesrpackages at>
License: GPL-2
NeedsCompilation: no
CRAN checks: CliftLRD results


Reference manual: CliftLRD.pdf


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


Please use the canonical form to link to this page.