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'.
|Author||Martin Lysy [aut, cre], Feiyu Zhu [aut], JunYong Tong [aut], Nigel Delaney [ctb]|
|Maintainer||Martin Lysy <[email protected]>|
|Package repository||View on CRAN|
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