cts (1.0-22)

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Continuous Time Autoregressive Models.


Functions to fit continuous time autoregressive models with the Kalman filter (Wang (2013) ).

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 11 months ago.

16 previous versions



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