Functions to fit continuous time autoregressive models with the Kalman filter.
| Version: | 1.0-21 |
| Published: | 2017-04-28 |
| 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_1.0-21.tar.gz |
| Windows binaries: | r-devel: cts_1.0-21.zip, r-release: cts_1.0-21.zip, r-oldrel: cts_1.0-21.zip |
| OS X binaries: | r-release: cts_1.0-21.tgz, r-oldrel: cts_1.0-21.tgz |
| Old sources: | cts archive |
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