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cts
View on CRAN: Click
here
Download and install cts package within the R console
Install from CRAN:
install.packages("cts")
Install from Github:
library("remotes")
install_github("cran/cts") Install by package version:
library("remotes")
install_version("cts", "1.0-24") Attach the package and use:
library("cts")
Maintained by
Zhu Wang
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-03-17
Latest Update: 2026-03-17
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>.
How to cite:
Zhu Wang (2026). cts: Continuous Time Autoregressive Models. R package version 1.0-24, https://cran.r-project.org/web/packages/cts. Accessed 14 Jul. 2026.
Previous versions and publish date:
(2026-07-09 07:29), 1.0-1 (2006-09-29 23:34), 1.0-4 (2011-07-23 15:50), 1.0-5 (2011-08-28 16:01), 1.0-6 (2011-11-15 07:49), 1.0-7 (2011-11-18 08:13), 1.0-8 (2011-11-22 09:45), 1.0-9 (2012-01-15 23:23), 1.0-10 (2012-04-05 08:27), 1.0-12 (2012-07-25 16:33), 1.0-15 (2013-04-08 18:33), 1.0-16 (2013-06-13 07:39), 1.0-17 (2013-06-21 17:44), 1.0-18 (2013-08-22 20:52), 1.0-19 (2014-02-27 00:15), 1.0-20 (2015-10-28 00:09), 1.0-21 (2017-04-28 15:47), 1.0-22 (2019-01-14 21:10), 1.0-24 (2026-03-17 20:00), 1.0-25 (2026-04-20 18:00), 1.0 (2006-06-23 09:23)
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