Package: vstdct
Title: Nonparametric Estimation of Toeplitz Covariance Matrices
Version: 0.2
Authors@R: c(person("Karolina", "Klockmann", email="karolina.klockmann@gmx.de", role = c("aut", "cre")), person("Tatyana", "Krivobokova",  role = c("aut")))
Description: A nonparametric method to estimate Toeplitz covariance matrices from a sample of n independently and identically distributed p-dimensional vectors with mean zero. The data is preprocessed with the discrete cosine matrix and a variance stabilization transformation to obtain an approximate Gaussian regression setting for the log-spectral density function. Estimates of the spectral density function and the inverse of the covariance matrix are provided as well. Functions for simulating data and a protein data example are included. For details see (Klockmann, Krivobokova; 2023), <arXiv:2303.10018>.
License: GPL-2
Encoding: UTF-8
RoxygenNote: 7.2.1
Imports: dtt, MASS, nlme
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
Depends: R (>= 3.5.0)
LazyData: true
LazyDataCompression: xz
NeedsCompilation: no
Packaged: 2023-07-04 20:14:35 UTC; klockmann
Author: Karolina Klockmann [aut, cre],
  Tatyana Krivobokova [aut]
Maintainer: Karolina Klockmann <karolina.klockmann@gmx.de>
Repository: CRAN
Date/Publication: 2023-07-06 07:30:02 UTC
Built: R 4.6.0; ; 2026-04-27 13:24:33 UTC; unix
