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CepReg (version 0.1.3)

A Cepstral Model for Covariate-Dependent Time Series

Description

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) .

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Version

Install

install.packages('CepReg')

Monthly Downloads

134

Version

0.1.3

License

MIT + file LICENSE

Maintainer

Qi Xia

Last Published

December 17th, 2025

Functions in CepReg (0.1.3)

rrr_get

Reduced-Rank Regression on Cepstral Coefficients
effect_get

Compute Functional Effects of Intercept and Covariates
generate_sig

Generate Exponential Correlation Covariance Matrix
cep_get

Estimate Cepstral Coefficients from Periodogram
boot_effect

Bootstrap Confidence Intervals for Functional Effect Curves
psi_get

Generate a Fourier Cosine Basis Matrix for Log-Spectral Modeling
data_generater

Generate Time Series
perd_get

Compute the Periodogram of Multivariate Time Series
CepReg

Cepstral Regression
ols_get

Ordinary Least Squares Estimator for Log-Spectral Regression
env_get

Envelope Estimator for Log-Spectral Regression
spec_regress

Fisher Scoring Algorithm For Estimating Cepstral Coefficients