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'.

Version: 1.0.5
Depends: R (≥ 3.0.0)
Imports: Rcpp (≥ 0.12.7), methods, stats, tools, whisker
LinkingTo: Rcpp, RcppProgress
Suggests: knitr, rmarkdown, testthat, RcppProgress
Published: 2021-12-17
Author: Martin Lysy [aut, cre], Feiyu Zhu [aut], JunYong Tong [aut], Trevor Kitt [ctb], Nigel Delaney [ctb]
Maintainer: Martin Lysy <mlysy at uwaterloo.ca>
License: GPL-3
NeedsCompilation: yes
CRAN checks: msde results

Documentation:

Reference manual: msde.pdf
Vignettes: Example models provided by msde
Getting started with msde

Downloads:

Package source: msde_1.0.5.tar.gz
Windows binaries: r-devel: msde_1.0.5.zip, r-devel-UCRT: msde_1.0.5.zip, r-release: msde_1.0.5.zip, r-oldrel: msde_1.0.5.zip
macOS binaries: r-release (arm64): msde_1.0.5.tgz, r-release (x86_64): msde_1.0.5.tgz, r-oldrel: msde_1.0.5.tgz
Old sources: msde archive

Linking:

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