cts

1.0-26

Continuous Time Autoregressive Models

0packages depend

2.5Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Zhu WangFirst published 2026-03-1821 releasesCRAN page ↗

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.

Install

R (CRAN)Ubuntu (r2u)openSUSE (OBS)

install.packages("cts", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-cts

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-cts

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 1.8 min · r-oldrel-windows-x86_64

Check history

OK2026-05-24
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
WARNING2026-05-13
12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
OK2026-04-25
12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
WARNING2026-03-19
9 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-18
5 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation signals are not tracked yet for this package.

Downloads

2.5K

CRAN downloads in the past year

Rank #5,891 · ~7/day · ~212/mo

cts Releases R versions

Daily download trend is not available in this view yet.

29730 days

1.6K90 days

2.5K1 year

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Also on162 r2u27 autocran57 c2d4u

Dependencies

Declared dependencies

0 external dependencies (excludes base and recommended)

Depends (0)

none

Imports (0)

none

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (7)

Maintainer (1)

Zhu Wang

Author, Maintainer

Authors (2)

Zhu Wang

Author, Maintainer

Granville Tunnicliffe-Wilson

Author · added in 1.0-24

Contributors (5)

Jim Bunch