CepReg (version 0.1.3)

cep_get: Estimate Cepstral Coefficients from Periodogram

Description

Estimates replicate-specific cepstral coefficients and smoothed log-spectra using a Fourier cosine basis and Whittle-type approximation.

Usage

cep_get(perd, k0, frq)

Value

A list with:

f

An N × k0 matrix of estimated cepstral coefficients.

ff

An N × K matrix of smoothed log-spectra.

Arguments

perd

An matrix of periodogram.

k0

Number of cepstral coefficients.

frq

A vector of frequencies in [0,1].

Examples

set.seed(123)
Y <- matrix(rnorm(20 * 5), nrow = 20, ncol = 5)
len <- nrow(Y)
L <- floor(len/2)-1
frq <- (1:L)/len
perd <- perd_get(Y)
result <- cep_get(perd = perd, k0 = 3, frq = frq)