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

Implementation of Hurst exponent estimators based on complex-valued lifting wavelet energy from Knight, M. I and Nunes, M. A. (2018) <doi:10.1007/s11222-018-9820-8>.

Version: 0.1-1
Depends: CNLTreg, liftLRD
Suggests: fracdiff
Published: 2018-07-18
Author: Matt Nunes [aut, cre], Marina Knight [aut]
Maintainer: Matt Nunes <nunesrpackages at>
License: GPL-2
NeedsCompilation: no
CRAN checks: CliftLRD results


Reference manual: CliftLRD.pdf
Package source: CliftLRD_0.1-1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: CliftLRD_0.1-1.tgz, r-oldrel: CliftLRD_0.1-1.tgz


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