ctsem: Continuous Time Structural Equation Modelling

Hierarchical continuous time state space modelling, for linear and nonlinear systems measured by continuous variables, with limited support for binary data. The subject specific dynamic system is modelled as a stochastic differential equation (SDE), measurement models are typically multivariate normal factor models. Linear mixed effects SDE's estimated via maximum likelihood and optimization are the default. Nonlinearities, (state dependent parameters) and random effects on all parameters are possible, using either optimization (with optional importance sampling) or Stan's Hamiltonian Monte Carlo sampling. See <https://github.com/cdriveraus/ctsem/raw/master/vignettes/hierarchicalmanual.pdf> for details. Priors may be used. For the conceptual overview of the hierarchical Bayesian linear SDE approach, see <https://www.researchgate.net/publication/324093594_Hierarchical_Bayesian_Continuous_Time_Dynamic_Modeling>. Exogenous inputs may also be included, for an overview of such possibilities see <https://www.researchgate.net/publication/328221807_Understanding_the_Time_Course_of_Interventions_with_Continuous_Time_Dynamic_Models> . Stan based functions are not available on 32 bit Windows systems at present. <https://cdriver.netlify.com> contains some tutorial blog posts.

Version: 3.3.6
Depends: R (≥ 3.5.0), Rcpp (≥ 0.12.16)
Imports: cOde, expm, data.table (≥ 1.12.8), datasets, Deriv, ggplot2, graphics, grDevices, MASS, Matrix, methods, mize, mvtnorm, parallel, pkgbuild, plyr, rstan (≥ 2.19.0), stats, tools, utils, RcppParallel
LinkingTo: BH (≥ 1.66.0-1), Rcpp (≥ 0.12.16), RcppEigen (≥ 0.3.3.4.0), RcppParallel (≥ 5.0.1), rstan (≥ 2.19), StanHeaders (≥ 2.19.0), RcppParallel (≥ 5.0.1)
Suggests: knitr, testthat, devtools, DEoptim, tinytex, lme4, GGally, shiny, gridExtra, quantreg
Published: 2020-06-23
Author: Charles Driver [aut, cre, cph], Manuel Voelkle [aut, cph], Han Oud [aut, cph], Trustees of Columbia University [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
CRAN checks: ctsem results

Downloads:

Reference manual: ctsem.pdf
Vignettes: Introduction to Hierarchical Continuous Time Dynamic Modelling with ctsem
Package source: ctsem_3.3.6.tar.gz
Windows binaries: r-devel: ctsem_3.3.6.zip, r-release: ctsem_3.3.6.zip, r-oldrel: ctsem_3.3.6.zip
macOS binaries: r-release: ctsem_3.3.6.tgz, r-oldrel: ctsem_3.3.6.tgz
Old sources: ctsem archive

Reverse dependencies:

Reverse depends: ctsemOMX

Linking:

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