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'.
- Version1.0.5
- R versionunknown
- LicenseGPL-3
- Needs compilation?Yes
- Last release12/17/2021
Documentation
Team
Martin Lysy
Feiyu Zhu
Show author detailsRolesAuthorJunYong Tong
Show author detailsRolesAuthorTrevor Kitt
Show author detailsRolesContributorNigel Delaney
Show author detailsRolesContributor
Insights
Last 30 days
This package has been downloaded 188 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 5 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 2,492 times in the last 365 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The day with the most downloads was Sep 11, 2024 with 32 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.
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Dependencies
- Imports2 packages
- Suggests4 packages
- Linking To2 packages