CovEsts: Nonparametric Estimators for Covariance Functions
Several nonparametric estimators of autocovariance functions. Procedures for constructing their confidence regions by using bootstrap techniques. Methods to correct autocovariance estimators and several tools for analysing and comparing them. Supplementary functions, including kernel computations and discrete cosine Fourier transforms. For more details see Bilchouris and Olenko (2025) <doi:10.17713/ajs.v54i1.1975>.
| Version: | 1.0.0 |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2025-09-10 |
| DOI: | 10.32614/CRAN.package.CovEsts |
| Author: | Adam Bilchouris 
[cre, aut],
Andriy Olenko
[aut] |
| Maintainer: | Adam Bilchouris <adam.bilchouris at gmail.com> |
| BugReports: | https://github.com/AdamBilchouris/CovEsts/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/AdamBilchouris/CovEsts |
| NeedsCompilation: | no |
| CRAN checks: | CovEsts results |
Documentation:
| Reference manual: | CovEsts.html , CovEsts.pdf |
Downloads:
| Package source: | CovEsts_1.0.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: CovEsts_1.0.0.zip |
| macOS binaries: | r-release (arm64): CovEsts_1.0.0.tgz, r-oldrel (arm64): CovEsts_1.0.0.tgz, r-release (x86_64): CovEsts_1.0.0.tgz, r-oldrel (x86_64): CovEsts_1.0.0.tgz |
Linking:
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