vstdct
Nonparametric Estimation of Toeplitz Covariance Matrices
v0.2
·
Jul 6, 2023
·
GPL-2
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), <arXiv:2303.10018>.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | NOTE |
| r-devel-linux-x86_64-fedora-gcc | NOTE |
| r-devel-macos-arm64 | NOTE |
| r-devel-windows-x86_64 | NOTE |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
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| r-release-linux-x86_64 | NOTE |
| r-release-macos-arm64 | NOTE |
| r-release-macos-x86_64 | NOTE |
| r-release-windows-x86_64 | NOTE |
Check details (16 non-OK)
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Karolina Klockmann <karolina.klockmann@gmx.de>’ The Description field contains (Klockmann, Krivobokova; 2023), <arXiv:2303.10018>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
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r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Karolina Klockmann <karolina.klockmann@gmx.de>’ The Description field contains (Klockmann, Krivobokova; 2023), <arXiv:2303.10018>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
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Check History
NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Karolina Klockmann <karolina.klockmann@gmx.de>’ The Description field contains (Klockmann, Krivobokova; 2023), <arXiv:2303.10018>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Karolina Klockmann <karolina.klockmann@gmx.de>’ The Description field contains (Klockmann, Krivobokova; 2023), <arXiv:2303.10018>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
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Rd files
checkRd: (-1) Data-Examples.Rd:39: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:40: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:41: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:30: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) Data-Examples.Rd:31: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) Data-Examples.Rd:32: Lost braces in \itemize; \value handles \it
NOTE
r-devel-macos-arm64
Rd files
checkRd: (-1) Data-Examples.Rd:39: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:40: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:41: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:30: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) Data-Examples.Rd:31: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) Data-Examples.Rd:32: Lost braces in \itemize; \value handles \it
NOTE
r-devel-windows-x86_64
Rd files
checkRd: (-1) Data-Examples.Rd:39: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:40: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:41: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:30: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) Data-Examples.Rd:31: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) Data-Examples.Rd:32: Lost braces in \itemize; \value handles \it
NOTE
r-patched-linux-x86_64
Rd files
checkRd: (-1) Data-Examples.Rd:39: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:40: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:41: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:30: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) Data-Examples.Rd:31: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) Data-Examples.Rd:32: Lost braces in \itemize; \value handles \it
NOTE
r-release-linux-x86_64
Rd files
checkRd: (-1) Data-Examples.Rd:39: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:40: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:41: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:30: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) Data-Examples.Rd:31: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) Data-Examples.Rd:32: Lost braces in \itemize; \value handles \it
NOTE
r-release-macos-arm64
Rd files
checkRd: (-1) Data-Examples.Rd:39: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:40: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:41: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:30: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) Data-Examples.Rd:31: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) Data-Examples.Rd:32: Lost braces in \itemize; \value handles \it
NOTE
r-release-macos-x86_64
Rd files
checkRd: (-1) Data-Examples.Rd:39: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:40: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:41: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:30: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) Data-Examples.Rd:31: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) Data-Examples.Rd:32: Lost braces in \itemize; \value handles \it
NOTE
r-release-windows-x86_64
Rd files
checkRd: (-1) Data-Examples.Rd:39: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:40: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:41: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:30: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) Data-Examples.Rd:31: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) Data-Examples.Rd:32: Lost braces in \itemize; \value handles \it
NOTE
r-oldrel-macos-arm64
Rd files
checkRd: (-1) Data-Examples.Rd:39: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:40: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:41: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:30: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) Data-Examples.Rd:31: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) Data-Examples.Rd:32: Lost braces in \itemize; \value handles \it
NOTE
r-oldrel-macos-x86_64
Rd files
checkRd: (-1) Data-Examples.Rd:39: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:40: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:41: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:30: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) Data-Examples.Rd:31: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) Data-Examples.Rd:32: Lost braces in \itemize; \value handles \it
NOTE
r-oldrel-windows-x86_64
Rd files
checkRd: (-1) Data-Examples.Rd:39: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:40: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:41: Lost braces in \itemize; meant \describe ?
checkRd: (-1) Data-Examples.Rd:30: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) Data-Examples.Rd:31: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) Data-Examples.Rd:32: Lost braces in \itemize; \value handles \it
Dependency Network
Version History
new
0.2
Mar 9, 2026