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>.
| Version: | 1.0-9 |
| Depends: | adlift, nlt |
| Suggests: | fracdiff |
| Published: | 2023-09-17 |
| DOI: | 10.32614/CRAN.package.liftLRD |
| Author: | Marina Knight [aut], Guy Nason [ctb], Matt Nunes [aut, cre] |
| Maintainer: | Matt Nunes <nunesrpackages at gmail.com> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| CRAN checks: | liftLRD results |
| Reference manual: | liftLRD.pdf |
| Package source: | liftLRD_1.0-9.tar.gz |
| Windows binaries: | r-devel: liftLRD_1.0-9.zip, r-release: liftLRD_1.0-9.zip, r-oldrel: liftLRD_1.0-9.zip |
| macOS binaries: | r-release (arm64): liftLRD_1.0-9.tgz, r-oldrel (arm64): liftLRD_1.0-9.tgz, r-release (x86_64): liftLRD_1.0-9.tgz, r-oldrel (x86_64): liftLRD_1.0-9.tgz |
| Old sources: | liftLRD archive |
| Reverse depends: | CliftLRD |
Please use the canonical form https://CRAN.R-project.org/package=liftLRD to link to this page.