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CliftLRD (version 0.1-2)

Complex-Valued Wavelet Lifting Estimators of the Hurst Exponent for Irregularly Sampled Time Series

Description

Implementation of Hurst exponent estimators based on complex-valued lifting wavelet energy from Knight, M. I and Nunes, M. A. (2018) .

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Version

Install

install.packages('CliftLRD')

Monthly Downloads

166

Version

0.1-2

License

GPL-2

Maintainer

Matt Nunes

Last Published

April 9th, 2025

Functions in CliftLRD (0.1-2)

CliftLRD-package

Complex-Valued Wavelet Lifting Estimators of the Hurst Exponent for Irregularly Sampled Time Series
meanC

Functions to perform summary calculations of wavelet scales and energies resulting from complex-valued lifting transforms.
liftHurstCC

Performs (non-decimated) complex-valued lifting based estimation of the Hurst exponent of a complex-valued time series
liftHurstC

Performs (non-decimated) complex-valued lifting based estimation of the Hurst exponent of a real-valued time series