bootci

This function uses the Hurst exponent estimates from different lifting trajectories to form a bootstrap confidence interval

manip

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>.

Matt Nunes

liftLRD

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

Marina Knight

Guy Nason

bootci function

<dl> <dt>x</dt>
<dd>a vector of estimates for the Hurst exponent.</dd> <dt>level</dt>
<dd>the significance level for which to compute the bootstrap confidence interval.</dd></dl>

Arguments

Author

bootstrap confidence interval calculation — bootci

<dl>

 <dt>x</dt>
<dd>a vector of estimates for the Hurst exponent.</dd>

 <dt>level</dt>
<dd>the significance level for which to compute the bootstrap confidence interval.</dd>

</dl>

bootci: bootstrap confidence interval calculation

Description

Usage

Value

Arguments

Author

References

See Also

Examples