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.

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Description file content

Package
ctsem
Type
Package
Title
Continuous Time Structural Equation Modelling
Version
2.9.0
Date
2019-4-10
Description
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.
License
GPL-3
Depends
R (>= 3.4.0), Rcpp (>= 0.12.16), OpenMx (>= 2.3.0)
URL
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
Encoding
UTF-8
LazyData
true
ByteCompile
true
LinkingTo
StanHeaders (>= 2.17.0), rstan (>= 2.17.1), BH (>= 1.66.0-1), Rcpp (>= 0.12.16), RcppEigen (>= 0.3.3.4.0)
SystemRequirements
GNU make
NeedsCompilation
yes
Suggests
knitr, testthat
VignetteBuilder
knitr
RoxygenNote
6.1.1
Packaged
2019-04-13 15:07:01 UTC; driver
Author
Charles Driver [aut, cre, cph], Manuel Voelkle [aut, cph], Han Oud [aut, cph]
Maintainer
Charles Driver
Repository
CRAN
Date/Publication
2019-04-13 22:52:46 UTC

install.packages('ctsem')

2.9.0

10 days ago

https://github.com/cdriveraus/ctsem

Charles Driver

GPL-3

Depends on

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

Suggests

knitr, testthat

Discussions