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 of Knight et al (2017) <doi:10.1007/s11222-016-9698-2>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0-9 |
2026-04-09 windows/windows R-4.5 | liftLRD_1.0-9.zip |
42.8 KiB |