Nonparametric Estimators for Covariance Functions

---

Documentation for package ‘CovEsts’ version 1.0.0

• DESCRIPTION file.

Help Pages

adjusted_est	Compute the Kernel Regression Estimator.
adjusted_spline	Compute Adjusted Splines.
area_between	Area Between Estimated Autocovariance Functions.
block_bootstrap	Block Bootstrap
bootstrap_sample	Block Bootstrap Sample
check_pd	Check if an Autocovariance Function Estimate is Positive-Definite or Not.
corrected_est	Kernel Correction of the Standard Estimator.
cyclic_matrix	Create a Cyclic Matrix for a Given Vector.
dct_1d	Compute 1D Discrete Cosine Transform
generate_knots	Generate Spline Knots.
get_tau	Get a Specific tau_{i}.
get_taus	Get all tau.
H2n	Compute Normalisation Factor
hilbert_schmidt	Hilbert-Schmidt Norm Between Estimated Autocovariance Functions.
idct_1d	Compute 1D Inverse Discrete Cosine Transform
kernel	1D Isotropic Kernels.
kernel_est	Kernel Correction for an Estimated Autocovariance Function.
kernel_symm	1D Isotropic Symmetric Kernels.
make_pd	Make a Function Positive-Definite
max_distance	Maximum Vertical Distance Between Estimated Functions.
mse	MSE Between Estimated Autocovariance Functions.
nearest_pd	Compute the Nearest Positive-Definite Matrix.
rho_T1	Compute rho(T_{1}) used in the Truncated Kernel Regression Estimator.
shrinking	Linear Shrinking
solve_shrinking	Solve Linear Shrinking
solve_spline	Objective Function for WLS.
spectral_norm	Compute the Spectral Norm Between Estimated Functions.
splines_df	Construct Data Frame of Basis Functions.
splines_est	Compute the Splines Estimator.
standard_est	Computes the Standard Estimator of the Autocovariance Function.
starting_locs	Random Block Locations
taper	Compute the Function a(x; rho).
tapered_est	Compute the Estimated Tapered Autocovariance Function over a Set of Lags.
tapered_single	Computes the Tapered Autocovariance for a Specified Lag.
taper_single	Compute Taper at a Specified Argument
to_pacf	Computes the Standard Estimator of the Autocovariance Function.
to_vario	Autocovariance to Semivariogram
truncated_est	Compute the Truncated Kernel Regression Estimator.
window	1D Window Functions.
window_symm	1D Symmetric Window Functions.
Xij_mat	Compute X_{ij} Matrix