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: 0.1.0
Imports: MASS, rrpack, Renvlp, psych
Published: 2025-09-10
DOI: 10.32614/CRAN.package.CepReg
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_0.1.0.tar.gz
Windows binaries: r-devel: CepReg_0.1.0.zip, r-release: CepReg_0.1.0.zip, r-oldrel: CepReg_0.1.0.zip
macOS binaries: r-release (arm64): CepReg_0.1.0.tgz, r-oldrel (arm64): CepReg_0.1.0.tgz, r-release (x86_64): CepReg_0.1.0.tgz, r-oldrel (x86_64): CepReg_0.1.0.tgz

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