cts: Continuous Time Autoregressive Models

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 publication2015-10-28 00:09:42
MaintainerZhu Wang <zwang@connecticutchildrens.org>
LicenseGPL (>= 2)
Version1.0-20

View on CRAN

Files

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

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