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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 27 Jan. 2025.
Previous versions and publish date:
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)
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Complete documentation for msde
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