liftLRD

Last update 17 September 2023

Copyright license GNU General Public License, version 2.0

Software version identifier 1.0-8, 1.0-5, 1.0-6, 1.0-7, 1.0-9

Official website https://cran.r-project.org/web/packages/liftLRD/index.html

Source code repository https://github.com/cran/liftLRD

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>.

Cites work

A wavelet lifting approach to long-memory estimation

Cited in

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