cts: Continuous Time Autoregressive Models

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

Author
Fortran original by G. Tunnicliffe-Wilson and Zhu Wang, R port by Zhu Wang with contribution from John Nash, Netlib and NAG authors
Date of publication
2015-10-28 00:09:42
Maintainer
Zhu Wang <zwang@connecticutchildrens.org>
License
GPL (>= 2)
Version
1.0-20

View on CRAN

Man pages

asth
Measurements of The Lung Function
car
Fit Continuous Time AR Models to Irregularly Sampled Time...
control
Parameters for Predict and Numerical Optimization in Kalman...
cts-internal
Internal Function
factab
Calculate Characteristic Roots and System Frequency
kalsmo.comp
Estimate Componenents with the Kalman Smoother
plotSpecCar
Plotting Spectral Densities
plotSpecLs
Plotting Lomb-Scargle Periodogram
spec.ls
Estimate Spectral Density of an Irregularly Sampled Time...
V22174
Measurments of Relative Aboundance

Files in this package

cts
cts/inst
cts/inst/CITATION
cts/inst/COPYRIGHTS
cts/inst/doc
cts/inst/doc/kf.pdf
cts/inst/doc/cts_Fortran_source_diagram.pptx
cts/inst/doc/kf.Rnw
cts/inst/doc/kf.R
cts/inst/doc/cts_Fortran_source_diagram.pdf
cts/src
cts/src/frmatd.f
cts/src/envirn.f
cts/src/search.f
cts/src/e9rint.f
cts/src/d5rply.f
cts/src/roots.f
cts/src/frmatr.f
cts/src/Makevars
cts/src/simi.f
cts/src/kfilsm.f
cts/src/eprint.f
cts/src/update.f
cts/src/a9rntr.f
cts/src/resg0new.f
cts/src/s88fmt.f
cts/src/dpca.f
cts/src/display.f
cts/src/cinvert.f
cts/src/mutil.f
cts/src/getmin.f
cts/src/setup1.f
cts/src/iceil.f
cts/src/ortran.f
cts/src/loop.f
cts/src/revg1.f
cts/src/complete.f
cts/src/d3rply.f
cts/src/sdata.f
cts/src/newline.f
cts/src/d1rply.f
cts/src/orthes.f
cts/src/balinv.f
cts/src/i1mach.f
cts/src/store.f
cts/src/mepad.f
cts/src/setupdate.f
cts/src/resg1dpre.f
cts/src/istkrl.f
cts/src/lybsc.f
cts/src/u9dmp.f
cts/src/setcom.f
cts/src/forecast.f
cts/src/balanc.f
cts/src/d6rply.f
cts/src/rejuce.f
cts/src/resg1dpre1.f
cts/src/repar.f
cts/src/seterr.f
cts/src/i8save.f
cts/src/resgen.f
cts/src/resg1d.f
cts/src/a9rntd.f
cts/src/saxpy.f
cts/src/frmati.f
cts/src/resg0.f
cts/src/d2rply.f
cts/src/sdot.f
cts/src/d4rply.f
cts/src/setkfilsm.f
cts/src/isamax.f
cts/src/a9rntl.f
cts/src/kfilsm1.f
cts/src/a9rnti.f
cts/src/a9rntc.f
cts/src/i0tk00.f
cts/src/istkgt.f
cts/src/d9rply.f
cts/src/lycsr.f
cts/src/iflr.f
cts/src/d7rply.f
cts/src/d1mach.f
cts/src/cspec.f
cts/src/i10wid.f
cts/src/hqrort.f
cts/src/istkqu.f
cts/src/sscal.f
cts/src/stkdmp.f
cts/src/fdump.f
cts/src/sdump.f
cts/src/setfor.f
cts/src/drpoly.f
cts/src/d8rply.f
cts/NAMESPACE
cts/NEWS
cts/data
cts/data/asth.rda
cts/data/V22174.rda
cts/R
cts/R/plot.car.R
cts/R/plotSpecCar.R
cts/R/plotSpecLs.R
cts/R/aic.R
cts/R/spectrum.car.R
cts/R/kalsmo.car.R
cts/R/car.R
cts/R/spec.ls.R
cts/R/factab.R
cts/R/kalsmo.comp.R
cts/vignettes
cts/vignettes/kf.bib
cts/vignettes/kf.Rnw
cts/MD5
cts/build
cts/build/vignette.rds
cts/DESCRIPTION
cts/man
cts/man/plotSpecLs.Rd
cts/man/factab.Rd
cts/man/asth.Rd
cts/man/cts-internal.Rd
cts/man/control.Rd
cts/man/car.Rd
cts/man/spec.ls.Rd
cts/man/V22174.Rd
cts/man/kalsmo.comp.Rd
cts/man/plotSpecCar.Rd
cts/.Rinstignore