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vstdct  

Nonparametric Estimation of Toeplitz Covariance Matrices
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("vstdct", "0.2")



Attach the package and use:
library("vstdct")
Maintained by
Karolina Klockmann
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-06-22
Latest Update: 2023-07-06
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), <doi:10.48550/arXiv.2303.10018>.
How to cite:
Karolina Klockmann (2023). vstdct: Nonparametric Estimation of Toeplitz Covariance Matrices. R package version 0.2, https://cran.r-project.org/web/packages/vstdct. Accessed 06 Mar. 2026.
Previous versions and publish date:
0.1 (2023-06-22 09:30)
Other packages that cited vstdct R package
View vstdct citation profile
Other R packages that vstdct depends, imports, suggests or enhances
Complete documentation for vstdct
Functions, R codes and Examples using the vstdct R package
Some associated functions: DR.basis . Data-Examples . Data.trafo . Toep.estimator . aquaporin . 
Some associated R codes: data.R . per_DR_basis.R . simulate_data_fcts.R . trigonometric_fcts.R . vst_dct_fcts.R .  Full vstdct package functions and examples
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