ctsem: Continuous Time Structural Equation Modelling
Version 2.4.0

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.

Getting started

Package details

AuthorCharles Driver [aut, cre, cph], Manuel Voelkle [aut, cph], Han Oud [aut, cph]
Date of publication2017-05-17 19:48:56 UTC
MaintainerCharles Driver <[email protected]>
URL https://github.com/cdriveraus/ctsem
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the ctsem package in your browser

Any scripts or data that you put into this service are public.

ctsem documentation built on May 29, 2017, 6 p.m.