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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "cts" in publications use:'
type: software
title: 'cts: Continuous Time Autoregressive Models'
version: 1.0-25
identifiers:
- type: doi
  value: 10.32614/CRAN.package.cts
abstract: 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) <https://doi.org/10.18637/jss.v053.i05>.
authors:
- family-names: Tunnicliffe-Wilson
  given-names: Granville
  email: g.tunnicliffe-wilson@lancaster.ac.uk
- family-names: Wang
  given-names: Zhu
  email: zwang145@uthsc.edu
preferred-citation:
  type: article
  title: 'cts: An R Package for Continuous Time Autoregressive Models via Kalman Filter'
  authors:
  - name: Zhu Wang
  journal: Journal of Statistical Software
  year: '2013'
  volume: '53'
  issue: '5'
  url: https://www.jstatsoft.org/v53/i05/
  start: '1'
  end: '19'
repository: https://zhuwang46.r-universe.dev
commit: 9597bd178aba0f3785c5c6757139037d0e2aa6b8
date-released: '2026-03-17'
contact:
- family-names: Wang
  given-names: Zhu
  email: zwang145@uthsc.edu