A multivariate continuous (and discrete) time dynamic modelling package for panel and time series data, using linear stochastic differential equations. Contains a faster frequentist set of functions using OpenMx for single subject and mixed-effects (random intercepts only) structural equation models, or a hierarchical Bayesian implementation using Stan that allows for random effects over all model parameters. Allows for modelling of multiple noisy measurements of multiple stochastic processes, time varying input / event covariates, and time invariant covariates used to predict the parameters.
| Version: | 2.1.0 |
| Depends: | R (≥ 3.2.0), OpenMx (≥ 2.3.0) |
| Imports: | rstan, plyr, Matrix, stats, utils, graphics, methods, grDevices, parallel |
| Suggests: | knitr, testthat, PSM, cts, yuima, shinystan |
| Published: | 2016-12-22 |
| Author: | Charles Driver [aut, cre, cph], Manuel Voelkle [aut, cph], Han Oud [aut, cph] |
| Maintainer: | Charles Driver <driver at mpib-berlin.mpg.de> |
| License: | GPL-3 |
| URL: | https://github.com/cdriveraus/ctsem |
| NeedsCompilation: | no |
| Citation: | ctsem citation info |
| Materials: | README NEWS |
| CRAN checks: | ctsem results |
| Reference manual: | ctsem.pdf |
| Vignettes: |
Continuous time structural equation modelling with ctsem Introduction to Hierarchical Continuous Time Dynamic Modelling with ctsem |
| Package source: | ctsem_2.1.0.tar.gz |
| Windows binaries: | r-devel: ctsem_2.1.0.zip, r-release: ctsem_2.1.0.zip, r-oldrel: ctsem_2.1.0.zip |
| OS X Mavericks binaries: | r-release: ctsem_2.1.0.tgz, r-oldrel: ctsem_2.1.0.tgz |
| Old sources: | ctsem archive |
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