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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>.

Versions across snapshots

VersionRepositoryFileSize
0.1.3 rolling linux/jammy R-4.5 CepReg_0.1.3.tar.gz 56.6 KiB
0.1.3 rolling linux/noble R-4.5 CepReg_0.1.3.tar.gz 56.7 KiB
0.1.3 rolling source/ R- CepReg_0.1.3.tar.gz 10.1 KiB
0.1.3 latest linux/jammy R-4.5 CepReg_0.1.3.tar.gz 56.6 KiB
0.1.3 latest linux/noble R-4.5 CepReg_0.1.3.tar.gz 56.7 KiB
0.1.3 latest source/ R- CepReg_0.1.3.tar.gz 10.1 KiB
0.1.3 2026-04-26 source/ R- CepReg_0.1.3.tar.gz 10.1 KiB
0.1.3 2026-04-23 source/ R- CepReg_0.1.3.tar.gz 10.1 KiB
0.1.3 2026-04-09 windows/windows R-4.5 CepReg_0.1.3.zip 59.5 KiB

Dependencies (latest)

Imports