mlysy/msde: Bayesian Inference for Multivariate Stochastic Differential Equations
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'.
Getting started
Browse package contents
Package details |
|
|---|---|
| Maintainer | |
| License | GPL-3 |
| Version | 1.0.5 |
| URL | https://github.com/mlysy/msde |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
