msde: Bayesian Inference for Multivariate Stochastic Differential Equations

Implements an MCMC sampler for the posterior distribution of arbitrary time-homogeneous multivariate stochastic differential equation (SDE) models with possibly latent components. The package provides a simple entry point to integrate user-defined models directly with the sampler's C++ code, and parallelizes large portions of the calculations when compiled with 'OpenMP'.

Version: 1.0
Depends: R (≥ 3.0.0)
Imports: Rcpp (≥ 0.12.7), methods, stats
Suggests: knitr, rmarkdown, testthat
Published: 2017-07-05
Author: Martin Lysy [aut, cre], JunYong Tong [aut], Nigel Delaney [ctb]
Maintainer: Martin Lysy <mlysy at uwaterloo.ca>
License: GPL-3
NeedsCompilation: no
CRAN checks: msde results

Downloads:

Reference manual: msde.pdf
Vignettes: msde-quicktut
msde-quicktut
Package source: msde_1.0.tar.gz
Windows binaries: r-devel: msde_1.0.zip, r-release: msde_1.0.zip, r-oldrel: msde_1.0.zip
OS X El Capitan binaries: r-release: msde_1.0.tgz
OS X Mavericks binaries: r-oldrel: msde_1.0.tgz

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