Package: cts
Title: Continuous Time Autoregressive Models
Version: 1.0-26
Date: 2026-05-14
Authors@R: c(
    person("Granville", "Tunnicliffe-Wilson", role = "aut"),
    person("Zhu", "Wang", email = "zwang145@uthsc.edu", role = c("aut", "cre")),
    person("Cleve", "Moler", role = c("ctb", "cph")),
    person("Jack", "Dongarra", role = c("ctb", "cph")),
    person("Jim", "Bunch", role = c("ctb", "cph")),
    person("G. W.", "Stewart", role = c("ctb", "cph")),
    person("John", "Nash", role = "ctb"))
Description: Provides tools for fitting continuous-time autoregressive
        (CAR) and complex CAR (CZAR) models for irregularly sampled
        time series using an exact Gaussian state-space formulation and
        Kalman filtering/smoothing. Implements maximum-likelihood
        estimation with stable parameterizations of characteristic
        roots, model selection via AIC, residual and spectral
        diagnostics, forecasting and simulation, and extraction of
        fitted state estimates. Methods are described in Wang (2013)
        <doi:10.18637/jss.v053.i05>.
License: GPL (>= 2)
NeedsCompilation: yes
Packaged: 2026-10-17 10:07:27 UTC; root
Author: Granville Tunnicliffe-Wilson [aut], Zhu Wang [aut, cre], Cleve
        Moler [ctb, cph], Jack Dongarra [ctb, cph], Jim Bunch [ctb,
        cph], G. W. Stewart [ctb, cph], John Nash [ctb]
Maintainer: Zhu Wang <zwang145@uthsc.edu>
Repository: https://cran.r-universe.dev
Date/Publication: 2026-05-17 19:41:34 UTC
RemoteUrl: https://github.com/cran/cts
RemoteRef: HEAD
RemoteSha: 0157c0fe1693249feb431eff9f39b9100a970a7c