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


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Documentation for package ‘liftLRD’ version 1.0-9

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liftLRD-package Wavelet lifting estimators of the Hurst exponent for regularly and irregularly sampled time series
artificial.levels artificial.levels
bootci bootstrap confidence interval calculation
Hfrombeta Compute Hurst exponent from wavelet scale - energy regression slope
idj Functions to perform summary calculations of wavelet scales and energies.
liftHurst Performs (non-decimated) lifting based estimation of the Hurst exponent
liftLRD Wavelet lifting estimators of the Hurst exponent for regularly and irregularly sampled time series
mad2 Functions to perform summary calculations of wavelet scales and energies.
mean2 Functions to perform summary calculations of wavelet scales and energies.
meanj Functions to perform summary calculations of wavelet scales and energies.
meanmo Functions to perform summary calculations of wavelet scales and energies.
medj Functions to perform summary calculations of wavelet scales and energies.