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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1-2 |
2026-04-09 windows/windows R-4.5 | CliftLRD_0.1-2.zip |
42.5 KiB |