To cite cts in publications use: Zhu Wang (2013). cts: An R Package for Continuous Time Autoregressive Models via Kalman Filter. Journal of Statistical Software, 53(5), 1-19. URL https://www.jstatsoft.org/v53/i05/. A BibTeX entry for LaTeX users is @Article{, title = {{cts}: An {R} Package for Continuous Time Autoregressive Models via Kalman Filter}, author = {{Zhu Wang}}, journal = {Journal of Statistical Software}, year = {2013}, volume = {53}, number = {5}, pages = {1--19}, url = {https://www.jstatsoft.org/v53/i05/}, }