cts (1.0-21)

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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 4 months ago.


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