cts: Continuous Time Autoregressive Models

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

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 <wangz1@uthscsa.edu>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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cts documentation built on May 2, 2019, 2:46 a.m.