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cts: Continuous Time Autoregressive Models
Functions to fit continuous time autoregressive models with the Kalman filter (Wang (2013) <doi:10.18637/jss.v053.i05>).
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Package details |
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| 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@uthscsa.edu> |
| License | GPL (>= 2) |
| Version | 1.0-22 |
| Package repository | View on CRAN |
| Installation |
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