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ctsem
Continuous Time Structural Equation Modelling
View on CRAN: Click
here
Download and install ctsem package within the R console
Install from CRAN:
install.packages("ctsem")
Install from Github:
library("remotes")
install_github("cran/ctsem") Install by package version:
library("remotes")
install_version("ctsem", "3.11.1") Attach the package and use:
library("ctsem")
Maintained by
Charles Driver
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-08-10
Latest Update: 2025-06-30
Description:
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
for details. Priors may be used. For the conceptual overview of the hierarchical Bayesian
linear SDE approach,
see .
Exogenous inputs may also be included, for an overview of such possibilities see .
Stan based functions are not available on 32 bit Windows systems at present.
How to cite:
Charles Driver (2015). ctsem: Continuous Time Structural Equation Modelling. R package version 3.11.1, https://cran.r-project.org/web/packages/ctsem. Accessed 26 Oct. 2026.
Previous versions and publish date:
(2026-07-13 15:10), 1.1.1 (2015-08-10 18:31), 1.1.3 (2015-10-12 10:07), 1.1.5.1 (2016-02-17 09:00), 1.1.5.2 (2016-02-25 23:41), 1.1.5 (2015-12-16 16:09), 1.1.6 (2016-06-15 18:15), 2.0.0 (2016-11-19 14:30), 2.1.0 (2016-12-22 23:22), 2.1.1 (2017-01-07 15:58), 2.2.0 (2017-01-24 00:38), 2.3.0 (2017-03-07 14:46), 2.3.1 (2017-04-06 23:43), 2.4.0 (2017-05-17 21:49), 2.5.0 (2017-10-18 12:04), 2.6.4 (2018-06-10 16:02), 2.6.5 (2018-06-26 00:55), 2.7.4 (2018-11-09 18:20), 2.7.6 (2018-11-20 16:20), 2.8.2 (2019-02-03 17:13), 2.9.0 (2019-04-14 00:52), 2.9.6 (2019-05-29 15:40), 3.0.0 (2019-07-31 14:40), 3.0.1 (2019-08-23 15:00), 3.0.3 (2019-09-11 15:20), 3.0.4 (2019-09-13 00:40), 3.0.8 (2019-11-08 00:00), 3.0.9 (2019-12-18 16:30), 3.1.0 (2020-01-27 11:10), 3.1.1 (2020-02-10 23:30), 3.2.0 (2020-04-22 00:00), 3.2.1 (2020-04-26 03:00), 3.3.6 (2020-06-23 16:30), 3.3.8 (2020-07-16 17:20), 3.3.11 (2020-09-16 13:10), 3.4.1 (2020-12-18 14:00), 3.4.2 (2021-02-24 15:50), 3.4.3 (2021-04-27 15:50), 3.5.0 (2021-06-01 13:50), 3.5.2 (2021-06-17 06:40), 3.5.3 (2021-06-17 14:20), 3.5.4 (2021-07-23 18:40), 3.5.5 (2022-02-16 11:20), 3.6.0 (2022-03-10 12:20), 3.7.1 (2022-08-08 16:00), 3.7.2 (2022-11-06 06:10), 3.7.6 (2023-03-26 19:10), 3.8.1 (2023-09-05 10:40), 3.9.0 (2023-09-14 11:50), 3.9.1 (2023-10-30 15:20), 3.10.0 (2024-05-09 16:40), 3.10.1 (2024-08-19 16:40), 3.10.2 (2025-01-13 12:00), 3.10.3 (2025-06-21 13:00), 3.10.4 (2025-06-30 18:40), 3.10.5 (2026-01-20 07:10), 3.10.6 (2026-01-27 14:30), 3.11.0 (2026-06-30 13:30)
Other packages that cited ctsem R package
View ctsem citation profile
Other R packages that ctsem depends,
imports, suggests or enhances
Complete documentation for ctsem
Functions, R codes and Examples using
the ctsem R package
Some associated functions: AnomAuth . Oscillating . ctACF . ctACFresiduals . ctAddSamples . ctCheckFit . ctChisqTest . ctCollapse . ctDeintervalise . ctDensity . ctDiscretiseData . ctDocs . ctExample1 . ctExample1TIpred . ctExample2 . ctExample2level . ctExample3 . ctExample4 . ctExtract . ctFit . ctFitMultiModel . ctGenerate . ctIndplot . ctIntervalise . ctKalman . ctLOO . ctLongToWide . ctModel . ctModelHigherOrder . ctModelLatex . ctPlotArray . ctPoly . ctPostPredData . ctPostPredPlots . ctResiduals . ctStanContinuousPars . ctStanDiscretePars . ctStanDiscreteParsPlot . ctStanFit . ctStanFitUpdate . ctStanGenerate . ctStanGenerateFromFit . ctStanKalman . ctStanModel . ctStanParnames . ctStanPlotPost . ctStanPostPredict . ctStanSubjectPars . ctStanTIpredeffects . ctStanUpdModel . ctWideNames . ctWideToLong . ctsem-package . ctstantestdat . ctstantestfit . datastructure . inv_logit . isdiag . log1p_exp . longexample . plot.ctKalmanDF . plot.ctStanFit . plot.ctStanModel . sdpcor2cov . stanWplot . stan_checkdivergences . stan_reinitsf . stan_unconstrainsamples . standatact_specificsubjects . stanoptimis . summary.ctStanFit .
Some associated R codes: JKalman.R . covml.R . ctACF.R . ctCheckFit.R . ctCompare.R . ctDataHelp.R . ctDeintervalise.R . ctDiscretePars.R . ctDiscretiseData.R . ctExtractComplexMatrix.R . ctFitMultiModel.R . ctGenerate.R . ctIndplot.R . ctIntervalise.R . ctJacobian.R . ctKalman.R . ctLOO.R . ctLabel.R . ctModel.R . ctModelHigherOrder.R . ctModelLatex.R . ctPlotArray.R . ctStanContinuousPars.R . ctStanData.R . ctStanFit.R . ctStanGenerate.R . ctStanGenerateFromFit.R . ctStanKalman.R . ctStanModel.R . ctStanModelWriter.R . ctStanParMatrices.R . ctStanPlotPost.R . ctStanPostPredict.R . ctStanProfileCI.R . ctStanTIpredeffects.R . ctSummarise.R . ctTIpredAuto.R . ctTransforms.R . ctWideToLong.R . ctdataupdate.R . ctsem-package.R . ctsemUtils.R . ctsmupdate.R . databasedTIpreds.R . extract.ctStanFit.R . isdiag.R . listOfMatrices.R . llsurface.R . modelchecking.R . plot.ctStanFit.R . plot.ctStanModel.R . plothelpers.R . priorcheck.R . sdpcor2cov.R . sgd.R . stanWplot.R . stan_checkdivergences.R . stan_confidenceRegion.R . stan_postcalc.R . stan_unconstrainsamples.R . stanmodels.R . stanoptimis.R . summary.ctStanFit.R . tformshapes.R . zzz.R . Full ctsem package functions and examples
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