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: | 1.0.4 |
| Depends: | R (≥ 3.0.0) |
| Imports: | Rcpp (≥ 0.12.7), methods, stats, tools |
| LinkingTo: | Rcpp, RcppArmadillo, RcppProgress |
| Suggests: | knitr, rmarkdown, testthat, RcppArmadillo, RcppProgress |
| Published: | 2019-01-15 |
| Author: | Martin Lysy [aut, cre], Feiyu Zhu [aut], JunYong Tong [aut], Nigel Delaney [ctb] |
| Maintainer: | Martin Lysy <mlysy at uwaterloo.ca> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| CRAN checks: | msde results |
| Reference manual: | msde.pdf |
| Vignettes: |
Example models provided by msde Getting started with msde |
| Package source: | msde_1.0.4.tar.gz |
| Windows binaries: | r-devel: msde_1.0.4.zip, r-release: msde_1.0.4.zip, r-oldrel: msde_1.0.4.zip |
| macOS binaries: | r-release: msde_1.0.4.tgz, r-oldrel: msde_1.0.4.tgz |
| Old sources: | msde archive |
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