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CovEsts

Nonparametric Estimators for Covariance Functions

v1.0.0 · Sep 10, 2025 · GPL (>= 3)

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>.

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r-devel-linux-x86_64-fedora-gcc OK
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Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Version History

new 1.0.0 Mar 10, 2026