cts: Continuous Time Autoregressive Models

Continuous Time Autoregressive Models and the Kalman Filter

Version: 1.0-9
Published: 2012-01-15
Author: Fortran original by G. Tunnicliffe-Wilson and Zhu Wang, R port by Zhu Wang with contribution from John Nash.
Maintainer: Zhu Wang <zwang at ccmckids.org>
License: GPL (≥ 2)
In views: TimeSeries
CRAN checks: cts results

Downloads:

Package source: cts_1.0-9.tar.gz
MacOS X binary: cts_1.0-9.tgz
Windows binary: cts_1.0-9.zip
Reference manual: cts.pdf
Vignettes: cts Illustrations
News/ChangeLog:NEWS
Old sources: cts archive