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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