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cts

Continuous Time Autoregressive Models

v1.0-24 · Mar 17, 2026 · GPL (>= 2)
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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>.

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r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 WARNING
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (1 non-OK)
WARNING r-oldrel-windows-x86_64

whether package can be installed

Found the following significant warnings:
  cts_init.c:12:1: warning: function declaration isn't a prototype [-Wstrict-prototypes]
  cts_init.c:13:1: warning: function declaration isn't a prototype [-Wstrict-prototypes]
  cts_init.c:14:1: warning: function declaration isn't a prototype [-Wstrict-prototypes]
  cts_init.c:21:1: warning: function declaration isn't a prototype [-Wstrict-prototypes]
See 'd:/Rcompile/CRANpkg/local/4.4/cts.Rcheck/00install.out' for details.
* used C compiler: 'gcc.exe (GCC) 13.3.0'
* used Fortran compiler: 'GNU Fortran (GCC) 13.3.0'

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Check History

WARNING 9 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE Mar 18, 2026
WARNING r-oldrel-windows-x86_64

whether package can be installed

Found the following significant warnings:
  cts_init.c:12:1: warning: function declaration isn't a prototype [-Wstrict-prototypes]
  cts_init.c:13:1: warning: function declaration isn't a prototype [-Wstrict-prototypes]
  cts_init.c:14:1: warning: fu
...[truncated]...
init.c:21:1: warning: function declaration isn't a prototype [-Wstrict-prototypes]
See 'd:/Rcompile/CRANpkg/local/4.4/cts.Rcheck/00install.out' for details.
* used C compiler: 'gcc.exe (GCC) 13.3.0'
* used Fortran compiler: 'GNU Fortran (GCC) 13.3.0'
OK 5 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 17, 2026

Version History

new 1.0-24 Mar 17, 2026