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: 2026-05-14 15:43:20 UTC; zwang145
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: CRAN
Date/Publication: 2026-05-17 18:50:02 UTC
Built: R 4.6.0; aarch64-apple-darwin23; 2026-05-17 20:21:53 UTC; unix
Archs: cts.so.dSYM
