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liftLRD (version 1.0-9)

Wavelet Lifting Estimators of the Hurst Exponent for Regularly and Irregularly Sampled Time Series

Description

Implementations of Hurst exponent estimators based on the relationship between wavelet lifting scales and wavelet energy of Knight et al (2017) .

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Version

Install

install.packages('liftLRD')

Monthly Downloads

198

Version

1.0-9

License

GPL-2

Maintainer

Matt Nunes

Last Published

September 17th, 2023

Functions in liftLRD (1.0-9)

artificial.levels

artificial.levels
liftLRD-package

Wavelet lifting estimators of the Hurst exponent for regularly and irregularly sampled time series
bootci

bootstrap confidence interval calculation
idj

Functions to perform summary calculations of wavelet scales and energies.
Hfrombeta

Compute Hurst exponent from wavelet scale - energy regression slope
liftHurst

Performs (non-decimated) lifting based estimation of the Hurst exponent