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cts (version 1.0-22)
Continuous Time Autoregressive Models
Description
Functions to fit continuous time autoregressive models with the Kalman filter (Wang (2013)
).
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Install
install.packages('cts')
Monthly Downloads
163
Version
1.0-22
License
GPL (>= 2)
Maintainer
Zhu Wang
Last Published
January 14th, 2019
Functions in cts (1.0-22)
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kalsmoComp
Estimate Componenents with the Kalman Smoother
spec.ls
Estimate Spectral Density of an Irregularly Sampled Time Series by a Smoothed Periodogram
V22174
Measurments of Relative Aboundance
asth
Measurements of The Lung Function
plotSpecLs
Plotting Lomb-Scargle Periodogram
car
Fit Continuous Time AR Models to Irregularly Sampled Time Series
spec.ci
Internal Function
car_control
Parameters for Predict and Numerical Optimization in Kalman Filter
factab
Calculate Characteristic Roots and System Frequency
plotSpecCar
Plotting Spectral Densities