msde
1.0.5Bayesian Inference for Multivariate Stochastic Differential Equations
Overview
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'.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-04-2512 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-04-2212 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-1811 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
Show 3 earlier snapshots
- NOTE2026-04-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-0911 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 75%
- Documented parameters
- 98%
- Return-value docs
- 100%
- References docs
- 8%
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
5 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 1.0.5Latest
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 1.0.42019-01-15 · diff ↗
- RR 3.5.0 released · 2018-04-23
- 1.0.32017-12-19 · diff ↗
- 1.0.22017-10-11 · diff ↗
- 1.02017-07-06
- RR 3.4.0 released · 2017-04-21
Package metadata
- First published
- 2017-07-06
- Total releases
- 5 / 9 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.0.0
- Download size
- 227 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("msde")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
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