A Cepstral Model for Covariate-Dependent Time Series

Modeling associations between covariates and power spectra of replicated time series using a cepstral-based semiparametric framework. Implements a fast two-stage estimation procedure via Whittle likelihood and multivariate regression.The methodology is based on Li and Dong (2025) .


Reference manual

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install.packages("CepReg")

0.1.3 by Qi Xia, 10 months ago


Browse source code at https://github.com/cran/CepReg


Authors: Qi Xia [aut, cre] , Zeda Li [aut, ctb]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports MASS, Renvlp, psych


See at CRAN