Other packages > Find by keyword >

msde  

Bayesian Inference for Multivariate Stochastic Differential Equations
View on CRAN: Click here


Download and install msde package within the R console
Install from CRAN:
install.packages("msde")

Install from Github:
library("remotes")
install_github("cran/msde")

Install by package version:
library("remotes")
install_version("msde", "1.0.5")



Attach the package and use:
library("msde")
Maintained by
Martin Lysy
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-07-06
Latest Update: 2021-12-17
Description:
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'.
How to cite:
Martin Lysy (2017). msde: Bayesian Inference for Multivariate Stochastic Differential Equations. R package version 1.0.5, https://cran.r-project.org/web/packages/msde. Accessed 25 Aug. 2026.
Previous versions and publish date:
(2026-07-09 06:33), 1.0.2 (2017-10-11 19:07), 1.0.3 (2017-12-19 21:23), 1.0.4 (2019-01-15 10:50), 1.0 (2017-07-06 00:55)
Other packages that cited msde R package
View msde citation profile
Other R packages that msde depends, imports, suggests or enhances
Complete documentation for msde
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
commonsMath  
JAR Files of the Apache Commons Mathematics Library
'Java' JAR files for the Apache Commons Mathematics Library for use by users and other packages. ...
Download / Learn more Package Citations See dependency  
connectwidgets  
Organize and Curate Your Content Within 'Posit Connect'
A collection of helper functions and 'htmlwidgets' to help publishers curate content collections on ...
Download / Learn more Package Citations See dependency  
missDiag  
Comparing Observed and Imputed Values under MAR and MCAR
Implements the computation of discrepancy statistics summarizing differences between the density of ...
Download / Learn more Package Citations See dependency  
hwep  
Hardy-Weinberg Equilibrium in Polyploids
Inference concerning equilibrium and random mating in autopolyploids. Methods are available to test ...
Download / Learn more Package Citations See dependency  

28,332

R Packages

239,283

Dependencies

75,113

Author Associations

28,333

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA