generate_sig

Creates an n × n covariance matrix with entries \(\rho^{|i - j|}\).

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>.

Qi Xia

CepReg

A Cepstral Model for Covariate-Dependent Time Series

Zeda Li

generate_sig function

<dl><dt>n</dt>
<dd>Dimension of the covariance matrix.</dd>
<dt>rho</dt>
<dd>Correlation decay parameter.</dd></dl>

Arguments

Generate Exponential Correlation Covariance Matrix — generate_sig

<dl>

<dt>n</dt>
<dd>Dimension of the covariance matrix.</dd>


<dt>rho</dt>
<dd>Correlation decay parameter.</dd>

</dl>

generate_sig: Generate Exponential Correlation Covariance Matrix

Description

Usage

Value

Arguments

Examples