{ "_id": "6a49e66154b1f994258a93b4", "Package": "cts", "Title": "Continuous Time Autoregressive Models", "Version": "1.0-25", "Date": "2026-03-17", "Authors@R": "c(\nperson(\"Granville\", \"Tunnicliffe-Wilson\", role = \"aut\",\nemail = \"g.tunnicliffe-wilson@lancaster.ac.uk\",\ncomment = \"Fortran code\"),\nperson(\"Zhu\", \"Wang\", role = c(\"cre\", \"aut\"),\nemail = \"zwang145@uthsc.edu\",\ncomment = \"Fortran code, R port, updates, and maintainer\"),\nperson(\"Cleve\", \"Moler\", role = c(\"ctb\", \"cph\"),\ncomment = \"LINPACK routines in src/d*\"),\nperson(\"Jack\", \"Dongarra\", role = c(\"ctb\", \"cph\"),\ncomment = \"LINPACK routines via Netlib\"),\nperson(\"Jim\", \"Bunch\", role = c(\"ctb\", \"cph\"),\ncomment = \"LINPACK routines\"),\nperson(\"G. W.\", \"Stewart\", role = c(\"ctb\", \"cph\"),\ncomment = \"LINPACK routines\"),\nperson(\"John\", \"Nash\", role = \"ctb\")\n)", "Description": "Provides tools for fitting continuous-time autoregressive\n(CAR) and complex CAR (CZAR) models for irregularly sampled\ntime series using an exact Gaussian state-space formulation and\nKalman filtering/smoothing. Implements maximum-likelihood\nestimation with stable parameterizations of characteristic\nroots, model selection via AIC, residual and spectral\ndiagnostics, forecasting and simulation, and extraction of\nfitted state estimates. Methods are described in Wang (2013)\n.", "VignetteBuilder": "R.rsp", "Maintainer": "Zhu Wang ", "License": "GPL (>=2)", "Repository": "https://zhuwang46.r-universe.dev", "Date/Publication": "2026-03-17 20:02:09 UTC", "RemoteUrl": "https://github.com/zhuwang46/cts", "RemoteRef": "HEAD", "RemoteSha": "9597bd178aba0f3785c5c6757139037d0e2aa6b8", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-06-14 09:04:10 UTC", "User": "root" }, "Author": "Granville Tunnicliffe-Wilson [aut] (Fortran code),\nZhu Wang [cre, aut] (Fortran code, R port, updates, and maintainer),\nCleve Moler [ctb, cph] (LINPACK routines in src/d*),\nJack Dongarra [ctb, cph] (LINPACK routines via Netlib),\nJim Bunch [ctb, cph] (LINPACK routines),\nG. W. 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