effect_get: Compute Functional Effects of Intercept and Covariates

In CepReg: A Cepstral Model for Covariate-Dependent Time Series

Compute Functional Effects of Intercept and Covariates

Description

Projects cepstral coefficient intercept and covariate effects onto the frequency domain using the cepstral basis functions.

Usage

effect_get(alpha, beta, frq, nbase, ind)

Arguments

alpha	A numeric vector of cepstral intercept coefficients.
beta	A numeric matrix of regression coefficients.
frq	Numeric vector of frequency points in [0,1].
nbase	Number of Fourier basis functions.
ind	An integer vector indicating the indices of covariates to be included in the model.

Value

A list containing:

alpha_effect

Functional intercept across frequency.

beta_effect

Matrix of functional covariate effects.

Examples

frq <- seq(0, 1, length.out = 16)[2:8]
alpha <- rnorm(3)
beta <- matrix(rnorm(2 * 3), 2, 3)
result <- effect_get(alpha, beta, frq, nbase = 3, ind = c(1, 2))

CepReg documentation built on Sept. 10, 2025, 10:38 a.m.