Hurst exponent estimation of a fractional Brownian motion by using discrete variations methods in presence of outliers and/or an additive noise
| Version: | 1.0 |
| Depends: | wmtsa |
| Published: | 2009-11-22 |
| Author: | Jean-Francois Coeurjolly |
| Maintainer: | J.-F. Coeurjolly <Jean-francois.Coeurjolly at upmf-grenoble.fr> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)] |
| NeedsCompilation: | no |
| CRAN checks: | dvfBm results |
| Reference manual: | dvfBm.pdf |
| Package source: | dvfBm_1.0.tar.gz |
| Windows binaries: | r-devel: dvfBm_1.0.zip, r-release: dvfBm_1.0.zip, r-oldrel: dvfBm_1.0.zip |
| OS X Mavericks binaries: | r-release: dvfBm_1.0.tgz, r-oldrel: dvfBm_1.0.tgz |
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