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CepLDA (version 1.0.0)

Discriminant Analysis of Time Series in the Presence of Within-Group Spectral Variability

Description

Performs cepstral based discriminant analysis of groups of time series when there exists Variability in power spectra from time series within the same group as described in R.T. Krafty (2016) "Discriminant Analysis of Time Series in the Presence of Within-Group Spectral Variability" Journal of Time Series Analysis.

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Version

Install

install.packages('CepLDA')

Monthly Downloads

14

Version

1.0.0

License

GPL (>= 2)

Maintainer

Zeda Li

Last Published

January 17th, 2016

Functions in CepLDA (1.0.0)

Lopt.get

Optimal Choice of $L$
predict.ceplda

Classify Multivariate Time Series
plot.ceplda

Plot Method for Class 'ceplda'
recon

Convert Cepstral Coefficients into Log-Spectra.
print.ceplda

Print Method for Class 'ceplda'
lperd.mtm

Multitaper Log-Periodogram
cep.mtm

Multitaper Estimation of Cepstral Coefficients and the Log-Spectrum
r.cond.ar2

Generate Random AR(2) Time Series
cep.lda

Discriminant Analysis of Time Series in the Presence of Within-Group Spectral Variability
cep.get

Obtain Data Frame to be Used in Lopt.get and predict.ceplda