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.

Version: 1.0-6
Depends: adlift, nlt
Suggests: fracdiff
Published: 2017-09-11
Author: Marina Knight [aut], Guy Nason [ctb], Matt Nunes [aut, cre]
Maintainer: Matt Nunes <m.nunes at>
License: GPL-2
NeedsCompilation: no
CRAN checks: liftLRD results


Reference manual: liftLRD.pdf
Package source: liftLRD_1.0-6.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: liftLRD_1.0-6.tgz
OS X Mavericks binaries: r-oldrel: liftLRD_1.0-6.tgz
Old sources: liftLRD archive


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