CliftLRD0.1-1 package

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>.

  • Maintainer: Matt Nunes
  • License: GPL-2
  • Last published: 2018-07-18