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ctsmTMB

Continuous Time Stochastic Modelling using Template Model Builder

v1.0.1 · Aug 27, 2025 · GPL-3

Description

Perform state and parameter inference, and forecasting, in stochastic state-space systems using the 'ctsmTMB' class. This class, built with the 'R6' package, provides a user-friendly interface for defining and handling state-space models. Inference is based on maximum likelihood estimation, with derivatives efficiently computed through automatic differentiation enabled by the 'TMB'/'RTMB' packages (Kristensen et al., 2016) <doi:10.18637/jss.v070.i05>. The available inference methods include Kalman filters, in addition to a Laplace approximation-based smoothing method. For further details of these methods refer to the documentation of the 'CTSMR' package <https://ctsm.info/ctsmr-reference.pdf> and Thygesen (2025) <doi:10.48550/arXiv.2503.21358>. Forecasting capabilities include moment predictions and stochastic path simulations, both implemented in 'C++' using 'Rcpp' (Eddelbuettel et al., 2018) <doi:10.1080/00031305.2017.1375990> for computational efficiency.

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1 ERROR
12 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 ERROR
r-release-windows-x86_64 OK
Check details (1 non-OK)
ERROR r-release-macos-x86_64

package dependencies

Package required but not available: ‘RTMB’

See section ‘The DESCRIPTION file’ in the ‘Writing R Extensions’
manual.

Check History

ERROR 11 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 25, 2026
ERROR r-release-macos-x86_64

package dependencies

Package required but not available: ‘RTMB’

See section ‘The DESCRIPTION file’ in the ‘Writing R Extensions’
manual.
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is 22.5Mb
  sub-directories of 1Mb or more:
    doc    1.4Mb
    libs  20.4Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 22.7Mb
  sub-directories of 1Mb or more:
    doc    1.4Mb
    libs  20.6Mb
ERROR 11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
ERROR r-devel-windows-x86_64

whether package can be installed

Installation failed.
See 'd:/Rcompile/CRANpkg/local/4.6/ctsmTMB.Rcheck/00install.out' for details.
NOTE r-oldrel-macos-arm64

installed package size

installed size is 22.5Mb
  sub-directories of 1Mb or more:
    doc    1.4Mb
    libs  20.4Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 22.7Mb
  sub-directories of 1Mb or more:
    doc    1.4Mb
    libs  20.6Mb
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is 22.5Mb
  sub-directories of 1Mb or more:
    doc    1.4Mb
    libs  20.4Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 22.7Mb
  sub-directories of 1Mb or more:
    doc    1.4Mb
    libs  20.6Mb

Dependency Network

Dependencies Reverse dependencies Deriv geomtextpath ggfortify ggplot2 Matrix patchwork R6 RcppXPtrUtils RTMB stringr TMB ctsmTMB

Version History

3 tracked
new 1.0.1 Mar 10, 2026
updated 1.0.1 ← 1.0.0 diff Aug 27, 2025
new 1.0.0 Apr 7, 2025