R: Nonparametric Estimators for Covariance Functions

# Nonparametric Estimators for Covariance Functions

## Documentation for package ‘CovEsts’ version 1.1.0

- DESCRIPTION file.

## Help Pages

adjusted_est | Compute the Kernel Regression Estimator.
adjusted_spline | Compute Adjusted Splines.
area_between | Area Between Estimated Autocovariance Functions.
area_between.CovEsts | Area Between Estimated Autocovariance Functions.
area_between.default | Area Between Estimated Autocovariance Functions.
as.double.CovEsts | as.double Method for CovEsts Objects
block_bootstrap | Block Bootstrap
bootstrap_sample | Block Bootstrap Sample
check_pd | Check if an Autocovariance Function Estimate is Positive-Definite or Not.
check_pd.CovEsts | Check if an Autocovariance Function Estimate is Positive-Definite or Not.
check_pd.default | 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_taus | Get all tau.
H2n | Compute Normalisation Factor
hilbert_schmidt | Hilbert-Schmidt Norm Between Estimated Autocovariance Functions.
hilbert_schmidt.CovEsts | Hilbert-Schmidt Norm Between Estimated Autocovariance Functions.
hilbert_schmidt.default | Hilbert-Schmidt Norm Between Estimated Autocovariance Functions.
idct_1d | Compute 1D Inverse Discrete Cosine Transform
kernel_ec | 1D Isotropic Kernels.
kernel_est | Kernel Correction for an Estimated Autocovariance Function.
kernel_est.CovEsts | Kernel Correction for an Estimated Autocovariance Function.
kernel_est.default | Kernel Correction for an Estimated Autocovariance Function.
kernel_symm_ec | 1D Isotropic Symmetric Kernels.
lines.BootEsts | Lines Method for BootEsts Objects
lines.CovEsts | Lines Method for CovEsts Objects
lines.VarioEsts | Lines Method for VarioEsts Objects
make_pd | Make a Function Positive-Definite
make_pd.CovEsts | Make a Function Positive-Definite
make_pd.default | Make a Function Positive-Definite
max_distance | Maximum Vertical Distance Between Estimated Functions.
max_distance.CovEsts | Maximum Vertical Distance Between Estimated Functions.
max_distance.default | Maximum Vertical Distance Between Estimated Functions.
mse | MSE Between Estimated Autocovariance Functions.
mse.CovEsts | MSE Between Estimated Autocovariance Functions.
mse.default | MSE Between Estimated Autocovariance Functions.
nearest_pd | Compute the Nearest Positive-Definite Matrix.
nearest_pd.CovEsts | Compute the Nearest Positive-Definite Matrix.
nearest_pd.default | Compute the Nearest Positive-Definite Matrix.
normalise_acf | Normalise a CovEsts Object
normalise_acf.CovEsts | Normalise a CovEsts Object
normalise_acf.default | Normalise a CovEsts Object
plot.BootEsts | Plot Method for BootEsts Objects
plot.CovEsts | Plot Method for CovEsts Objects
plot.VarioEsts | Plot Method for VarioEsts Objects
print.BootEsts | Print Method for BootEsts Objects
print.CovEsts | Print Method for CovEsts Objects
print.VarioEsts | Print Method for VarioEsts Objects
rho_T1 | Compute rho(T_{1}) used in the Truncated Kernel Regression Estimator.
shrinking | Linear Shrinking
shrinking.CovEsts | Linear Shrinking
shrinking.default | Linear Shrinking
solve_shrinking | Solve Linear Shrinking
solve_spline | Objective Function for WLS.
spectral_norm | Compute the Spectral Norm Between Estimated Functions.
spectral_norm.CovEsts | Compute the Spectral Norm Between Estimated Functions.
spectral_norm.default | Compute the Spectral Norm Between Estimated Functions.
splines_df | Construct Data Frame of Basis Functions.
splines_est | Compute the Splines Estimator.
splines_est.CovEsts | Compute the Splines Estimator.
splines_est.default | 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.
to_pacf | Computes the Standard Estimator of the Autocovariance Function.
to_pacf.CovEsts | Computes the Standard Estimator of the Autocovariance Function.
to_pacf.default | Computes the Standard Estimator of the Autocovariance Function.
to_vario | Autocovariance to Semivariogram
to_vario.CovEsts | Autocovariance to Semivariogram
to_vario.default | Autocovariance to Semivariogram
truncated_est | Compute the Truncated Kernel Regression Estimator.
window_ec | 1D Window Functions.
window_symm_ec | 1D Symmetric Window Functions.
Xij_mat | Compute X_{ij} Matrix