ctsem

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.

Last 30 days

This package has been downloaded 1,222 times in the last 30 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 21 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 14,095 times in the last 365 days. The downloads are officially high enough to crash an underfunded departmental server. Quite an accomplishment! The day with the most downloads was Sep 11, 2024 with 173 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.