cts: Continuous Time Autoregressive Models
Version 1.0-21

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

AuthorFortran original by G. Tunnicliffe-Wilson and Zhu Wang, R port by Zhu Wang with contribution from John Nash, Netlib and NAG authors
Date of publication2017-04-28 13:47:07 UTC
MaintainerZhu Wang <zwang@connecticutchildrens.org>
LicenseGPL (>= 2)
Version1.0-21
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("cts")

Popular man pages

asth: Measurements of The Lung Function
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
V22174: Measurments of Relative Aboundance
See all...

All man pages Function index File listing

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

Functions

AIC.car Man page
V22174 Man page
asth Man page
car Man page Source code
car_control Man page Source code
factab Man page
kalsmo Man page Source code
kalsmo.car Man page
kalsmoComp Man page Source code
onLoad Source code
plot.car Man page
plot.predict.car Source code
plotSpecCar Man page
plotSpecLs Man page
predict.car Man page Source code
print.car Man page Source code
print.factab Source code
spec.ci Man page Source code
spec.ls Man page
spectrum Man page Source code
spectrum.car Man page
summary.car Man page Source code
tsdiag Man page Source code
tsdiag.car Man page Source code

Files

inst
inst/CITATION
inst/COPYRIGHTS
inst/doc
inst/doc/kf.pdf
inst/doc/cts_Fortran_source_diagram.pptx
inst/doc/kf.Rnw
inst/doc/kf.R
inst/doc/cts_Fortran_source_diagram.pdf
src
src/frmatd.f
src/envirn.f
src/search.f
src/e9rint.f
src/d5rply.f
src/roots.f
src/frmatr.f
src/Makevars
src/simi.f
src/kfilsm.f
src/eprint.f
src/update.f
src/a9rntr.f
src/resg0new.f
src/s88fmt.f
src/dpca.f
src/display.f
src/cinvert.f
src/mutil.f
src/getmin.f
src/setup1.f
src/iceil.f
src/ortran.f
src/loop.f
src/revg1.f
src/complete.f
src/d3rply.f
src/sdata.f
src/newline.f
src/d1rply.f
src/orthes.f
src/balinv.f
src/i1mach.f
src/store.f
src/mepad.f
src/setupdate.f
src/resg1dpre.f
src/istkrl.f
src/lybsc.f
src/u9dmp.f
src/setcom.f
src/forecast.f
src/balanc.f
src/d6rply.f
src/rejuce.f
src/resg1dpre1.f
src/repar.f
src/seterr.f
src/i8save.f
src/resgen.f
src/resg1d.f
src/a9rntd.f
src/saxpy.f
src/frmati.f
src/resg0.f
src/d2rply.f
src/sdot.f
src/d4rply.f
src/setkfilsm.f
src/isamax.f
src/a9rntl.f
src/cts_init.c
src/kfilsm1.f
src/a9rnti.f
src/a9rntc.f
src/i0tk00.f
src/istkgt.f
src/d9rply.f
src/lycsr.f
src/iflr.f
src/d7rply.f
src/d1mach.f
src/cspec.f
src/i10wid.f
src/hqrort.f
src/istkqu.f
src/sscal.f
src/stkdmp.f
src/fdump.f
src/sdump.f
src/setfor.f
src/drpoly.f
src/d8rply.f
NAMESPACE
NEWS
data
data/asth.rda
data/V22174.rda
R
R/plot.car.R
R/plotSpecCar.R
R/plotSpecLs.R
R/aic.R
R/spectrum.car.R
R/kalsmo.car.R
R/car.R
R/spec.ls.R
R/factab.R
R/kalsmo.comp.R
vignettes
vignettes/kf.bib
vignettes/kf.Rnw
MD5
build
build/vignette.rds
DESCRIPTION
man
man/plotSpecLs.Rd
man/factab.Rd
man/asth.Rd
man/cts-internal.Rd
man/control.Rd
man/car.Rd
man/spec.ls.Rd
man/V22174.Rd
man/kalsmo.comp.Rd
man/plotSpecCar.Rd
.Rinstignore
cts documentation built on May 19, 2017, 10:27 a.m.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.