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


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Documentation for package ‘CliftLRD’ version 0.1-1

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CliftLRD-package Complex-Valued Wavelet Lifting Estimators of the Hurst Exponent for Irregularly Sampled Time Series
CliftLRD Complex-Valued Wavelet Lifting Estimators of the Hurst Exponent for Irregularly Sampled Time Series
liftHurstC Performs (non-decimated) complex-valued lifting based estimation of the Hurst exponent of a real-valued time series
liftHurstCC Performs (non-decimated) complex-valued lifting based estimation of the Hurst exponent of a complex-valued time series
meanC Functions to perform summary calculations of wavelet scales and energies resulting from complex-valued lifting transforms.
meanmoC Functions to perform summary calculations of wavelet scales and energies resulting from complex-valued lifting transforms.