A Cepstral Model for Covariate-Dependent Time Series [R package CepReg version 0.1.2]

CepReg: A Cepstral Model for Covariate-Dependent Time Series

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>.

Version:	0.1.2
Imports:	MASS, rrpack, Renvlp, psych
Published:	2025-09-19
Author:	Qi Xia [aut, cre], Zeda Li [aut, ctb]
Maintainer:	Qi Xia <xiaqi1010 at gmail.com>
License:	MIT + file LICENSE
NeedsCompilation:	no
CRAN checks:	CepReg results

Documentation:

Reference manual:

CepReg.html , CepReg.pdf

Downloads:

Package source:	CepReg_0.1.2.tar.gz
Windows binaries:	r-devel: CepReg_0.1.2.zip, r-release: CepReg_0.1.2.zip, r-oldrel: CepReg_0.1.2.zip
macOS binaries:	r-release (arm64): CepReg_0.1.2.tgz, r-oldrel (arm64): CepReg_0.1.2.tgz, r-release (x86_64): CepReg_0.1.2.tgz, r-oldrel (x86_64): CepReg_0.1.2.tgz
Old sources:	CepReg archive

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