Package: cts
Title: Continuous Time Autoregressive Models
Version: 1.0-24
Date: 2026-03-07
Authors@R: c(
    person("Granville", "Tunnicliffe-Wilson", role = "aut",
           email = "g.tunnicliffe-wilson@lancaster.ac.uk",
           comment = "Fortran code"),
    person("Zhu", "Wang", role = c("cre", "aut"),
           email = "zwang145@uthsc.edu",
           comment = "Fortran code, R port, updates, and maintainer"),
    person("Cleve", "Moler", role = c("ctb", "cph"),
           comment = "LINPACK routines in src/d*"),
    person("Jack", "Dongarra", role = c("ctb", "cph"),
           comment = "LINPACK routines via Netlib"),
    person("Jim", "Bunch", role = c("ctb", "cph"),
           comment = "LINPACK routines"),
    person("G. W.", "Stewart", role = c("ctb", "cph"),
           comment = "LINPACK routines"),
    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>.
Suggests: R.rsp
VignetteBuilder: R.rsp
Maintainer: Zhu Wang <zwang145@uthsc.edu>
License: GPL (>= 2)
NeedsCompilation: yes
Packaged: 2026-03-12 17:02:38 UTC; zwang145
Author: Granville Tunnicliffe-Wilson [aut] (Fortran code),
  Zhu Wang [cre, aut] (Fortran code, R port, updates, and maintainer),
  Cleve Moler [ctb, cph] (LINPACK routines in src/d*),
  Jack Dongarra [ctb, cph] (LINPACK routines via Netlib),
  Jim Bunch [ctb, cph] (LINPACK routines),
  G. W. Stewart [ctb, cph] (LINPACK routines),
  John Nash [ctb]
Repository: CRAN
Date/Publication: 2026-03-17 19:00:10 UTC
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Archs: x64
