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liftLRD - MaRDI portal

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liftLRD (Q43148)

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Wavelet Lifting Estimators of the Hurst Exponent for Regularly and Irregularly Sampled Time Series
Language Label Description Also known as
English
liftLRD
Wavelet Lifting Estimators of the Hurst Exponent for Regularly and Irregularly Sampled Time Series

    Statements

    instance of
    R package
    0 references
    software version identifier
    1.0-8
    publication date
    18 July 2018
    0 references
    1.0-5
    publication date
    7 September 2016
    0 references
    1.0-6
    publication date
    11 September 2017
    0 references
    1.0-7
    publication date
    22 May 2018
    0 references
    1.0-9
    publication date
    17 September 2023
    0 references
    maintained by
    Matt Nunes
    0 references
    programmed in
    R
    0 references
    last update
    17 September 2023
    0 references
    description
    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>.
    0 references
    author
    Marina I. Knight
    0 references
    Matt Nunes
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    depends on software
    adlift
    0 references
    nlt
    0 references

    Identifiers

    swMATH work ID
    31437
    0 references
    CRAN project
    liftLRD
    0 references
     
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