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
| Version | Repository | File | Size |
|---|---|---|---|
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 |