Nothing
CepReg: 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) <doi:10.1080/10618600.2025.2473936>.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Qi Xia [aut, cre], Zeda Li [aut, ctb] |
| Maintainer | Qi Xia <xiaqi1010@gmail.com> |
| License | MIT + file LICENSE |
| Version | 0.1.0 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the CepReg package in your browser
Any scripts or data that you put into this service are public.
