cts (1.0-20)

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Continuous Time Autoregressive Models.

http://cran.r-project.org/web/packages/cts

Functions to Fit Continuous Time Autoregressive Models with the Kalman Filter.

Maintainer: Zhu Wang
Author(s): Fortran original by G. Tunnicliffe-Wilson and Zhu Wang, R port by Zhu Wang with contribution from John Nash, Netlib and NAG authors

License: GPL (>= 2)

Uses: Does not use any package
Reverse suggests: ctsem

Released over 1 year ago.


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