CepReg
A Cepstral Model for Covariate-Dependent Time Series
v0.1.3
·
Dec 17, 2025
·
MIT + file LICENSE
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>.
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
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0.1.3
Mar 10, 2026