cts: Continuous Time Autoregressive Models

Functions to fit continuous time autoregressive models with the Kalman filter (Wang (2013) <doi:10.18637/jss.v053.i05>).

Version: 1.0-22
Published: 2019-01-14
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 <wangz1 at uthscsa.edu>
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_1.0-22.tar.gz
Windows binaries: r-devel: cts_1.0-22.zip, r-release: cts_1.0-22.zip, r-oldrel: cts_1.0-22.zip
OS X binaries: r-release: cts_1.0-22.tgz, r-oldrel: cts_1.0-22.tgz
Old sources: cts archive


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