Hierarchical continuous (and discrete) time state space modelling, for linear and nonlinear systems measured by continuous variables, with limited support for binary data. The subject specific dynamic system is modelled as a stochastic differential equation (SDE) or difference equation, measurement models are typically multivariate normal factor models. Linear mixed effects SDE's estimated via maximum likelihood and optimization are the default. Nonlinearities, (state dependent parameters) and random effects on all parameters are possible, using either max likelihood / max a posteriori optimization (with optional importance sampling) or Stan's Hamiltonian Monte Carlo sampling. See <https://github.com/cdriveraus/ctsem/raw/master/vignettes/hierarchicalmanual.pdf> for details. Priors may be used. For the conceptual overview of the hierarchical Bayesian linear SDE approach, see <https://www.researchgate.net/publication/324093594_Hierarchical_Bayesian_Continuous_Time_Dynamic_Modeling>. Exogenous inputs may also be included, for an overview of such possibilities see <https://www.researchgate.net/publication/328221807_Understanding_the_Time_Course_of_Interventions_with_Continuous_Time_Dynamic_Models> . Stan based functions are not available on 32 bit Windows systems at present. <https://cdriver.netlify.app/> contains some tutorial blog posts.
| Version: | 3.7.1 |
| Depends: | R (≥ 3.5.0), Rcpp (≥ 0.12.16) |
| Imports: | cOde, expm, data.table (≥ 1.12.8), datasets, Deriv, ggplot2, graphics, grDevices, MASS, Matrix, methods, mize, mvtnorm, parallel, plyr, rstan (≥ 2.19.0), stats, tools, utils, RcppParallel, tibble |
| LinkingTo: | BH (≥ 1.66.0-1), Rcpp (≥ 0.12.16), RcppEigen (≥ 0.3.3.4.0), RcppParallel (≥ 5.0.1), rstan (≥ 2.21), StanHeaders (≥ 2.21.0), RcppParallel (≥ 5.0.1) |
| Suggests: | knitr, testthat, devtools, DEoptim, tinytex, lme4, shiny, gridExtra, arules |
| Published: | 2022-08-08 |
| Author: | Charles Driver [aut, cre, cph], Manuel Voelkle [aut, cph], Han Oud [aut, cph], Trustees of Columbia University [cph] |
| Maintainer: | Charles Driver <charles.driver at ibe.uzh.ch> |
| License: | GPL-3 |
| URL: | https://github.com/cdriveraus/ctsem |
| NeedsCompilation: | yes |
| SystemRequirements: | GNU make |
| Citation: | ctsem citation info |
| Materials: | README NEWS |
| CRAN checks: | ctsem results |
| Reference manual: | ctsem.pdf |
| Vignettes: |
Introduction to Hierarchical Continuous Time Dynamic Modelling with ctsem |
| Package source: | ctsem_3.7.1.tar.gz |
| Windows binaries: | r-devel: ctsem_3.7.1.zip, r-release: ctsem_3.7.1.zip, r-oldrel: ctsem_3.7.1.zip |
| macOS binaries: | r-release (arm64): ctsem_3.7.1.tgz, r-oldrel (arm64): ctsem_3.7.1.tgz, r-release (x86_64): ctsem_3.7.1.tgz, r-oldrel (x86_64): ctsem_3.7.1.tgz |
| Old sources: | ctsem archive |
| Reverse depends: | CoTiMA, ctsemOMX |
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