cts: Continuous Time Autoregressive Models

Continuous Time Autoregressive Models and the Kalman Filter

Version: 1.0-19
Published: 2014-02-27
Author: Fortran original by G. Tunnicliffe-Wilson and Zhu Wang, R port by Zhu Wang with contribution from John Nash, Netlib and NAG authors
Maintainer: Zhu Wang <zwang at connecticutchildrens.org>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
Copyright: see file COPYRIGHTS
NeedsCompilation: yes
Citation: cts citation info
Materials: NEWS
In views: TimeSeries
CRAN checks: cts results

Downloads:

Reference manual: cts.pdf
Vignettes: cts Illustrations
Package source: cts_1.0-19.tar.gz
Windows binaries: r-devel: cts_1.0-19.zip, r-release: cts_1.0-19.zip, r-oldrel: cts_1.0-19.zip
OS X Snow Leopard binaries: r-release: cts_1.0-19.tgz, r-oldrel: cts_1.0-19.tgz
OS X Mavericks binaries: r-release: cts_1.0-19.tgz
Old sources: cts archive