Package: cts
Title: Continuous Time Autoregressive Models
Version: 1.0-25
Date: 2026-03-17
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)
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: 2026-06-14 09:04:10 UTC; root
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]