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ctsem

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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", "3.10.5")

Attach the package and use:

 library("ctsem")

Maintained by
Charles Driver
[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. contains some tutorial blog posts.

How to cite:

Charles Driver (2015). ctsem: Continuous Time Structural Equation Modelling. R package version 3.10.5, https://cran.r-project.org/web/packages/ctsem. Accessed 04 Aug. 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

View ctsem dependency map

Complete documentation for ctsem

View documentation PDF

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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