A Cepstral Model for Covariate-Dependent Time Series

Documentation for package ‘CepReg’ version 0.1.0

boot_effect	Bootstrap Confidence Intervals for Functional Effect Curves
CepReg	Cepstral Regression
cep_get	Estimate Cepstral Coefficients from Periodogram
data_generater	Generate Time Series
effect_get	Compute Functional Effects of Intercept and Covariates
env_get	Envelope Estimator for Log-Spectral Regression
generate_sig	Generate Exponential Correlation Covariance Matrix
ols_get	Ordinary Least Squares Estimator for Log-Spectral Regression
perd_get	Compute the Periodogram of Multivariate Time Series
psi_get	Generate a Fourier Cosine Basis Matrix for Log-Spectral Modeling
rrr_get	Reduced-Rank Regression on Cepstral Coefficients
spec_regress	Fisher Scoring Algorithm For Estimating Cepstral Coefficients