# --------------------------------------------
# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "cts" in publications use:'
type: software
license: GPL-2.0-or-later
title: 'cts: Continuous Time Autoregressive Models'
version: 1.0-26
identifiers:
- type: doi
  value: 10.32614/CRAN.package.cts
abstract: 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) <https://doi.org/10.18637/jss.v053.i05>.
authors:
- family-names: Tunnicliffe-Wilson
  given-names: Granville
- family-names: Wang
  given-names: Zhu
  email: zwang145@uthsc.edu
preferred-citation:
  type: article
  title: 'cts: An R Package for Continuous Time Autoregressive Models via Kalman Filter'
  authors:
  - name: Zhu Wang
  journal: Journal of Statistical Software
  year: '2013'
  volume: '53'
  issue: '5'
  url: https://www.jstatsoft.org/v53/i05/
  start: '1'
  end: '19'
repository: https://cran.r-universe.dev
commit: 0157c0fe1693249feb431eff9f39b9100a970a7c
date-released: '2026-05-14'
contact:
- family-names: Wang
  given-names: Zhu
  email: zwang145@uthsc.edu