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CepReg
View on CRAN: Click
here
Download and install CepReg package within the R console
Install from CRAN:
install.packages("CepReg")
Install from Github:
library("remotes")
install_github("cran/CepReg") Install by package version:
library("remotes")
install_version("CepReg", "0.1.3") Attach the package and use:
library("CepReg")
Maintained by
Qi Xia
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-09-10
Latest Update: 2025-09-10
Description:
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>.
How to cite:
Qi Xia (2025). CepReg: A Cepstral Model for Covariate-Dependent Time Series. R package version 0.1.3, https://cran.r-project.org/web/packages/CepReg. Accessed 13 Sep. 2026.
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