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.

Maintainer: Charles Driver <driver at mpib-berlin.mpg.de>

Author(s): Charles Driver*, Manuel Voelkle*, Han Oud*

Install package and any missing dependencies by running this line in your R console:

install.packages("ctsem")

Depends R (>= 3.2.0), OpenMx(>=2.3.0), Rcpp
Imports rstan(>=2.13), plyr, Matrix, stats, utils, graphics, methods, grDevices, parallel
Suggests knitr, testthat, cts, yuima, shinystan
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Package ctsem
Materials
URL https://github.com/cdriveraus/ctsem
Task Views Psychometrics
Version 2.4.0
Published 2017-05-17
License GPL-3
BugReports
SystemRequirements
NeedsCompilation no
Citation
CRAN checks ctsem check results
Package source ctsem_2.4.0.tar.gz