cts: Continuous Time Autoregressive Models

Functions to fit continuous time autoregressive models with the Kalman filter.

Package details

AuthorFortran original by G. Tunnicliffe-Wilson and Zhu Wang, R port by Zhu Wang with contribution from John Nash, Netlib and NAG authors
MaintainerZhu Wang <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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cts documentation built on May 29, 2017, 12:31 p.m.