ctsem: Continuous Time Structural Equation Modelling

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: 2.5.0
Depends: R (≥ 3.2.0), OpenMx (≥ 2.3.0), Rcpp
Imports: rstan (≥ 2.13), plyr, Matrix, stats, utils, graphics, methods, grDevices, parallel, shiny
Suggests: knitr, testthat, cts, yuima, shinystan
Published: 2017-10-18
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
In views: Psychometrics
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_2.5.0.tar.gz
Windows binaries: r-devel: ctsem_2.5.0.zip, r-release: ctsem_2.5.0.zip, r-oldrel: ctsem_2.5.0.zip
OS X El Capitan binaries: r-release: ctsem_2.5.0.tgz
OS X Mavericks binaries: r-oldrel: ctsem_2.5.0.tgz
Old sources: ctsem archive


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