R: A Cepstral Model for Covariate-Dependent Time Series

# A Cepstral Model for Covariate-Dependent Time Series

## Documentation for package ‘CepReg’ version 0.1.3

- DESCRIPTION file

## Help Pages

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