vstdct

Nonparametric Estimation of Toeplitz Covariance Matrices

CRAN Package

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.

  • Version0.2
  • R version≥ 3.5.0
  • LicenseGPL-2
  • Needs compilation?No
  • Last release07/06/2023

Team


Insights

Last 30 days

This package has been downloaded 121 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 2 times.

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0 downloadsMar 2, 2025
0 downloadsMar 3, 2025
3 downloadsMar 4, 2025
7 downloadsMar 5, 2025
4 downloadsMar 6, 2025
3 downloadsMar 7, 2025
2 downloadsMar 8, 2025
2 downloadsMar 9, 2025
3 downloadsMar 10, 2025
7 downloadsMar 11, 2025
5 downloadsMar 12, 2025
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2 downloadsMar 16, 2025
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8 downloadsMar 18, 2025
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5 downloadsMar 22, 2025
1 downloadsMar 23, 2025
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3 downloadsMar 27, 2025
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1 downloadsMar 29, 2025
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2 downloadsMar 31, 2025
5 downloadsApr 1, 2025
2 downloadsApr 2, 2025
0 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
1
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The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 1,789 times in the last 365 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The day with the most downloads was Sep 11, 2024 with 23 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Imports3 packages
  • Suggests1 package