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CepReg  

A Cepstral Model for Covariate-Dependent Time Series
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]
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 06 Jun. 2026.
Previous versions and publish date:
0.1.0 (2025-09-10 10:50), 0.1.2 (2025-09-20 01:40)
Other packages that cited CepReg R package
View CepReg citation profile
Other R packages that CepReg depends, imports, suggests or enhances
Complete documentation for CepReg
Functions, R codes and Examples using the CepReg R package
Full CepReg package functions and examples
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