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

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>
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:, r-release:, r-oldrel:
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 dependencies:

Reverse depends: CliftLRD


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