Package: msde 1.0.5

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'.

Authors:Martin Lysy [aut, cre], Feiyu Zhu [aut], JunYong Tong [aut], Trevor Kitt [ctb], Nigel Delaney [ctb]

msde_1.0.5.tar.gz
msde_1.0.5.zip(r-4.5)msde_1.0.5.zip(r-4.4)msde_1.0.5.zip(r-4.3)
msde_1.0.5.tgz(r-4.4-x86_64)msde_1.0.5.tgz(r-4.4-arm64)msde_1.0.5.tgz(r-4.3-x86_64)msde_1.0.5.tgz(r-4.3-arm64)
msde_1.0.5.tar.gz(r-4.5-noble)msde_1.0.5.tar.gz(r-4.4-noble)
msde_1.0.5.tgz(r-4.4-emscripten)msde_1.0.5.tgz(r-4.3-emscripten)
msde.pdf |msde.html✨
msde/json (API)

Peer review:

Bug tracker:https://github.com/mlysy/msde/issues

On CRAN:

13 exports 0.93 score 3 dependencies 27 scripts 234 downloads

Last updated 2 years agofrom:2774ebd9f2. Checks:OK: 9. Indexed: yes.

Exports:mou.loglikmvn.hyper.checksde.diffsde.driftsde.examplessde.initsde.logliksde.make.modelsde.postsde.priorsde.simsde.valid.datasde.valid.params

Dependencies:RcppRcppProgresswhisker