Estimation and simulation of CARMA(p,q), continous-time-autoregressive-moving-average models
| Version: | 0.1.2 |
| Depends: | MASS, PolynomF, msm, nlme, numDeriv |
| Published: | 2012-04-04 |
| Author: | Helgi Tomasson |
| Maintainer: | Helgi Tomasson <helgito at hi.is> |
| License: | GPL (≥ 2) |
| In views: | TimeSeries |
| CRAN checks: | ctarma results |
| Package source: | ctarma_0.1.2.tar.gz |
| MacOS X binary: | ctarma_0.1.2.tgz |
| Windows binary: | ctarma_0.1.2.zip |
| Reference manual: | ctarma.pdf |
| News/ChangeLog: | NEWS |
| Old sources: | ctarma archive |