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cts (version 1.0-21)
Continuous Time Autoregressive Models
Description
Functions to fit continuous time autoregressive models with the Kalman filter.
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Install
install.packages('cts')
Monthly Downloads
31
Version
1.0-21
License
GPL (>= 2)
Maintainer
Zhu Wang
Last Published
April 28th, 2017
Functions in cts (1.0-21)
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V22174
Measurments of Relative Aboundance
asth
Measurements of The Lung Function
plotSpecLs
Plotting Lomb-Scargle Periodogram
spec.ls
Estimate Spectral Density of an Irregularly Sampled Time Series by a Smoothed Periodogram
car
Fit Continuous Time AR Models to Irregularly Sampled Time Series
car_control
Parameters for Predict and Numerical Optimization in Kalman Filter
kalsmoComp
Estimate Componenents with the Kalman Smoother
plotSpecCar
Plotting Spectral Densities
spec.ci
Internal Function
factab
Calculate Characteristic Roots and System Frequency