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) .


Reference manual

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install.packages("CovEsts")

1.1.0 by Adam Bilchouris, 6 months ago


https://github.com/AdamBilchouris/CovEsts


Report a bug at https://github.com/AdamBilchouris/CovEsts/issues


Browse source code at https://github.com/cran/CovEsts


Authors: Adam Bilchouris [cre, aut] (ORCID: , Andriy Olenko [aut]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports graphics, grDevices, parallel, stats, utils

Suggests testthat


See at CRAN