Package: vstdct 0.2

Karolina Klockmann

vstdct: Nonparametric Estimation of Toeplitz Covariance Matrices

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>.

Authors:Karolina Klockmann [aut, cre], Tatyana Krivobokova [aut]

vstdct_0.2.tar.gz
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vstdct_0.2.tgz(r-4.4-emscripten)vstdct_0.2.tgz(r-4.3-emscripten)
vstdct.pdf |vstdct.html✨
vstdct/json (API)

# Install 'vstdct' in R:
install.packages('vstdct', repos = 'https://cloud.r-project.org')
Datasets:

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 128 downloads 6 exports 4 dependencies

Last updated 2 years agofrom:6ed1fb327b. Checks:1 OK, 2 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 24 2025
R-4.5-linuxNOTEMar 24 2025
R-4.4-linuxNOTEMar 24 2025

Exports:Data.trafoDR.basisexample1example2example3Toep.estimator

Dependencies:dttlatticeMASSnlme

Citation

To cite package ‘vstdct’ in publications use:

Klockmann K, Krivobokova T (2023). vstdct: Nonparametric Estimation of Toeplitz Covariance Matrices. R package version 0.2, https://CRAN.R-project.org/package=vstdct.

Corresponding BibTeX entry: 

  @Manual{,
    title = {vstdct: Nonparametric Estimation of Toeplitz Covariance
      Matrices},
    author = {Karolina Klockmann and Tatyana Krivobokova},
    year = {2023},
    note = {R package version 0.2},
    url = {https://CRAN.R-project.org/package=vstdct},
  }