Nonparametric Estimators for Covariance Functions

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Documentation for package ‘CovEsts’ version 1.1.0

• DESCRIPTION file

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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