cts: Continuous Time Autoregressive Models

Functions to Fit Continuous Time Autoregressive Models with the Kalman Filter.

Version: 1.0-20
Published: 2015-10-28
Author: Fortran original by G. Tunnicliffe-Wilson and Zhu Wang, R port by Zhu Wang with contribution from John Nash, Netlib and NAG authors
Maintainer: Zhu Wang <zwang at connecticutchildrens.org>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
Copyright: see file COPYRIGHTS
NeedsCompilation: yes
Citation: cts citation info
Materials: NEWS
In views: TimeSeries
CRAN checks: cts results


Reference manual: cts.pdf
Vignettes: cts Illustrations
Package source: cts_1.0-20.tar.gz
Windows binaries: r-devel: cts_1.0-20.zip, r-release: cts_1.0-20.zip, r-oldrel: cts_1.0-20.zip
OS X Mavericks binaries: r-release: cts_1.0-20.tgz, r-oldrel: cts_1.0-20.tgz
Old sources: cts archive

Reverse dependencies:

Reverse suggests: ctsem


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