| Name : R-vstdct
| |
| Version : 0.2
| Vendor : obs://build_opensuse_org/devel:languages:R
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| Release : lp153.1.5
| Date : 2024-06-14 11:33:01
|
| Group : Development/Libraries/Other
| Source RPM : R-vstdct-0.2-lp153.1.5.src.rpm
|
| Size : 0.18 MB
| |
| Packager : (none)
| |
| Summary : Nonparametric Estimation of Toeplitz Covariance Matrices
|
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>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
