CovEsts1.0.0 package

Compute Normalisation Factor

Hilbert-Schmidt Norm Between Estimated Autocovariance Functions.

Compute 1D Inverse Discrete Cosine Transform

Kernel Correction for an Estimated Autocovariance Function.

Compute $\rho(T_{1})$ used in the Truncated Kernel Regression Estimato...

Linear Shrinking

Solve Linear Shrinking

1D Window Functions.

Compute $X_{ij}$ Matrix

Get all $\tau$.

Computes the Tapered Autocovariance for a Specified Lag.

Computes the Standard Estimator of the Autocovariance Function.

Autocovariance to Semivariogram

Compute the Truncated Kernel Regression Estimator.

Compute the Kernel Regression Estimator.

Compute Adjusted Splines.

Area Between Estimated Autocovariance Functions.

Block Bootstrap

Block Bootstrap Sample

Check if an Autocovariance Function Estimate is Positive-Definite or N...

Kernel Correction of the Standard Estimator.

Create a Cyclic Matrix for a Given Vector.

Compute 1D Discrete Cosine Transform

Generate Spline Knots.

Get a Specific $\tau_{i}$.

1D Isotropic Symmetric Kernels.

1D Isotropic Kernels.

Make a Function Positive-Definite

Maximum Vertical Distance Between Estimated Functions.

MSE Between Estimated Autocovariance Functions.

Compute the Nearest Positive-Definite Matrix.

Objective Function for WLS.

Compute the Spectral Norm Between Estimated Functions.

Construct Data Frame of Basis Functions.

Compute the Splines Estimator.

1D Symmetric Window Functions.

Computes the Standard Estimator of the Autocovariance Function.

Random Block Locations

Compute Taper at a Specified Argument

Compute the Function $a(x; \rho).$

Compute the Estimated Tapered Autocovariance Function over a Set of La...