Other packages > Find by keyword >

cts  

Continuous Time Autoregressive Models
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]
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 20 Sep. 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)
Other packages that cited cts R package
View cts citation profile
Other R packages that cts depends, imports, suggests or enhances
Complete documentation for cts
Functions, R codes and Examples using the cts R package
Full cts package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

RWmisc  
Miscellaneous Spatial Functions
Contains convenience functions for working with spatial data across multiple UTM zones, raster-vect ...
Download / Learn more Package Citations See dependency  
WASP  
Wavelet System Prediction
The wavelet-based variance transformation method is used for system modelling and prediction. It ref ...
Download / Learn more Package Citations See dependency  
relimp  
Relative Contribution of Effects in a Regression Model
Functions to facilitate inference on the relative importance of predictors in a linear or generalize ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
migration.indices  
Migration Indices
Calculate various indices, like Crude Migration Rate, different Gini indices or the Coefficient of ...
Download / Learn more Package Citations See dependency  
MatchThem  
Matching and Weighting Multiply Imputed Datasets
Provides essential tools for the pre-processing techniques of matching and weighting multiply impute ...
Download / Learn more Package Citations See dependency  

28,565

R Packages

239,283

Dependencies

75,677

Author Associations

28,566

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA