ctsem: Continuous Time Structural Equation Modelling

A hierarchical, multivariate, continuous (and discrete) time dynamic modelling package for panel and time series data, using 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 and non-linearity 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. Bayesian formulation not available on 32 bit Windows systems.

Version: 2.9.0
Depends: R (≥ 3.4.0), Rcpp (≥ 0.12.16), OpenMx (≥ 2.3.0)
Imports: rstan (≥ 2.17.1), rstantools (≥ 1.5.0), plyr, tools, data.table, Matrix, datasets, stats, graphics, grDevices, parallel, shiny, MASS, methods, utils, corrplot, mvtnorm, DEoptim, KernSmooth, ucminf
LinkingTo: StanHeaders (≥ 2.17.0), rstan (≥ 2.17.1), BH (≥ 1.66.0-1), Rcpp (≥ 0.12.16), RcppEigen (≥ 0.3.3.4.0)
Suggests: knitr, testthat
Published: 2019-04-13
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: yes
SystemRequirements: GNU make
Citation: ctsem citation info
Materials: README NEWS
In views: Psychometrics
CRAN checks: ctsem results

Downloads:

Reference manual: ctsem.pdf
Vignettes: Continuous time structural equation modelling with ctsem
Package source: ctsem_2.9.0.tar.gz
Windows binaries: r-devel: ctsem_2.9.0.zip, r-release: ctsem_2.9.0.zip, r-oldrel: ctsem_2.9.0.zip
OS X binaries: r-release: ctsem_2.9.0.tgz, r-oldrel: ctsem_2.8.2.tgz
Old sources: ctsem archive

Linking:

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