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msde
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]
[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 05 Jun. 2026.
Previous versions and publish date:
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View msde citation profile
Other R packages that msde depends,
imports, suggests or enhances
Complete documentation for msde
Functions, R codes and Examples using
the msde R package
Some associated functions: mou.loglik . msde-package . mvn.hyper.check . sde.diff . sde.drift . sde.examples . sde.init . sde.loglik . sde.make.model . sde.post . sde.prior . sde.sim . sde.valid .
Some associated R codes: chrono.R . format.R . mou.loglik.R . msde-package.R . mvn.hyper.check.R . sde.diff.R . sde.drift.R . sde.examples.R . sde.init.R . sde.loglik.R . sde.make.model.R . sde.post.R . sde.prior.R . sde.sim.R . sde.valid.R . zzz.R . Full msde package functions and examples
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