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.

Getting started

Package details

AuthorCharles Driver [aut, cre, cph], Manuel Voelkle [aut, cph], Han Oud [aut, cph]
MaintainerCharles Driver <[email protected]>
URL https://github.com/cdriveraus/ctsem
Package repositoryView on CRAN
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ctsem documentation built on Nov. 20, 2018, 5:04 p.m.