cts: Continuous Time Autoregressive Models

Continuous Time Autoregressive Models and the Kalman Filter

Version: 1.0-1
Published: 2006-09-29
Author: Fortran original by G. Tunnicliffe-Wilson and Zhu Wang, R port by Zhu Wang.
Maintainer: Zhu Wang <zwang at scharp.org>
License: GPL (≥ 2)
In views: TimeSeries
CRAN checks: cts results

Downloads:

Package source: cts_1.0-1.tar.gz
MacOS X binary: cts_1.0-1.tgz
Windows binary: cts_1.0-1.zip
Reference manual: cts.pdf
Old sources: cts archive