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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1.0 |
rolling linux/jammy R-4.5 | CovEsts_1.1.0.tar.gz |
272.4 KiB |
1.1.0 |
rolling linux/noble R-4.5 | CovEsts_1.1.0.tar.gz |
272.0 KiB |
1.1.0 |
rolling source/ R- | CovEsts_1.1.0.tar.gz |
87.7 KiB |
1.1.0 |
latest linux/jammy R-4.5 | CovEsts_1.1.0.tar.gz |
272.4 KiB |
1.1.0 |
latest linux/noble R-4.5 | CovEsts_1.1.0.tar.gz |
272.0 KiB |
1.1.0 |
latest source/ R- | CovEsts_1.1.0.tar.gz |
87.7 KiB |
1.1.0 |
2026-04-26 source/ R- | CovEsts_1.1.0.tar.gz |
87.7 KiB |
1.1.0 |
2026-04-23 source/ R- | CovEsts_1.1.0.tar.gz |
87.7 KiB |
1.0.0 |
2026-04-09 windows/windows R-4.5 | CovEsts_1.0.0.zip |
215.1 KiB |