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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>.

Version:0.1.2
Imports:MASS,rrpack,Renvlp,psych
Published:2025-09-19
DOI:10.32614/CRAN.package.CepReg
Author:Qi Xia [aut, cre], Zeda Li [aut, ctb]
Maintainer:Qi Xia <xiaqi1010 at gmail.com>
License:MIT + fileLICENSE
NeedsCompilation:no
CRAN checks:CepReg results

Documentation:

Reference manual:CepReg.html ,CepReg.pdf

Downloads:

Package source: CepReg_0.1.2.tar.gz
Windows binaries: r-devel:CepReg_0.1.2.zip, r-release:CepReg_0.1.2.zip, r-oldrel:CepReg_0.1.2.zip
macOS binaries: r-release (arm64):CepReg_0.1.2.tgz, r-oldrel (arm64):CepReg_0.1.2.tgz, r-release (x86_64):CepReg_0.1.2.tgz, r-oldrel (x86_64):CepReg_0.1.2.tgz
Old sources: CepReg archive

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=CepRegto link to this page.


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