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)
Version1.0-22
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("cts")

Try the cts package in your browser

Any scripts or data that you put into this service are public.

cts documentation built on May 2, 2019, 2:46 a.m.