<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Continuous Time Autoregressive Models</dc:title>
  <dc:title>R package cts version 1.0-24</dc:title>
  <dc:subject>CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries)</dc:subject>
  <dc: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) &lt;doi:10.18637/jss.v053.i05&gt;.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Suggests: R.rsp</dc:relation>
  <dc:creator>Zhu Wang &lt;zwang145@uthsc.edu&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Granville Tunnicliffe-Wilson [aut] (Fortran code),
  Zhu Wang [cre, aut] (Fortran code, R port, updates, and maintainer),
  Cleve Moler [ctb, cph] (LINPACK routines in src/d*),
  Jack Dongarra [ctb, cph] (LINPACK routines via Netlib),
  Jim Bunch [ctb, cph] (LINPACK routines),
  G. W. Stewart [ctb, cph] (LINPACK routines),
  John Nash [ctb]</dc:contributor>
  <dc:rights>GPL (&gt;= 2)</dc:rights>
  <dc:date>2026-03-17</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=cts</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.cts</dc:identifier>
</oai_dc:dc>
