Package: cts 1.0-25
cts: Continuous Time Autoregressive Models
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>.
Authors:
cts_1.0-25.tar.gz
cts_1.0-25.zip(r-4.7-x86_64)cts_1.0-25.zip(r-4.6-x86_64)cts_1.0-25.zip(r-4.5-x86_64)
cts_1.0-25.tgz(r-4.6-x86_64)cts_1.0-25.tgz(r-4.6-arm64)cts_1.0-25.tgz(r-4.5-x86_64)cts_1.0-25.tgz(r-4.5-arm64)
cts_1.0-25.tar.gz(r-4.7-arm64)cts_1.0-25.tar.gz(r-4.7-x86_64)cts_1.0-25.tar.gz(r-4.6-arm64)cts_1.0-25.tar.gz(r-4.6-x86_64)
cts_1.0-25.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
cts/json (API)
| # Install 'cts' in R: |
| install.packages('cts', repos = c('https://zhuwang46.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/zhuwang46/cts/issues
Last updated from:9597bd178a. Checks:13 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 119 | ||
| linux-devel-x86_64 | OK | 119 | ||
| source / vignettes | OK | 216 | ||
| linux-release-arm64 | OK | 117 | ||
| linux-release-x86_64 | OK | 120 | ||
| macos-release-arm64 | OK | 126 | ||
| macos-release-x86_64 | OK | 175 | ||
| macos-oldrel-arm64 | OK | 77 | ||
| macos-oldrel-x86_64 | OK | 244 | ||
| windows-devel | OK | 116 | ||
| windows-release | OK | 150 | ||
| windows-oldrel | OK | 118 | ||
| wasm-release | OK | 92 |
Exports:carcar_controlfactabkalsmokalsmoCompplotSpecCarplotSpecLsspec.cispec.lsspectrumtsdiag
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Measurements of The Lung Function | asth |
| Fit Continuous Time AR Models to Irregularly Sampled Time Series | AIC.car car kalsmo kalsmo.car plot.car predict.car print.car spectrum spectrum.car summary.car tsdiag tsdiag.car |
| Parameters for Predict and Numerical Optimization in Kalman Filter | car_control |
| Calculate Characteristic Roots and System Frequency | factab |
| Estimate Componenents with the Kalman Smoother | kalsmoComp |
| Plotting Spectral Densities | plotSpecCar |
| Plotting Lomb-Scargle Periodogram | plotSpecLs |
| Estimate Spectral Density of an Irregularly Sampled Time Series by a Smoothed Periodogram | spec.ls |
| Measurments of Relative Aboundance | V22174 |
