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ctsmr - Continuous Time Stochastic Modelling for R
ctsmr - Continuous Time Stochastic Modelling for R
CTSM is a tool for estimating embedded parameters in a continuous time stochastic state space model. It has been developed at DTU Compute over many years. The package ctsmr provides a new scripting interface through the statistical language R.
See
Mail us at info@ctsm.info