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CovEsts  

Nonparametric Estimators for Covariance Functions
View on CRAN: Click here


Download and install CovEsts package within the R console
Install from CRAN:
install.packages("CovEsts")

Install from Github:
library("remotes")
install_github("cran/CovEsts")

Install by package version:
library("remotes")
install_version("CovEsts", "1.0.0")



Attach the package and use:
library("CovEsts")
Maintained by
Adam Bilchouris
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-09-10
Latest Update: 2025-09-10
Description:
Several nonparametric estimators of autocovariance functions. Procedures for constructing their confidence regions by using bootstrap techniques. Methods to correct autocovariance estimators and several tools for analysing and comparing them. Supplementary functions, including kernel computations and discrete cosine Fourier transforms. For more details see Bilchouris and Olenko (2025) <doi:10.17713/ajs.v54i1.1975>.
How to cite:
Adam Bilchouris (2025). CovEsts: Nonparametric Estimators for Covariance Functions. R package version 1.0.0, https://cran.r-project.org/web/packages/CovEsts. Accessed 09 Mar. 2026.
Previous versions and publish date:
No previous versions
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View CovEsts citation profile
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Complete documentation for CovEsts
Functions, R codes and Examples using the CovEsts R package
Full CovEsts package functions and examples
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