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'.
Version: 1.0.5 Depends: R (≥ 3.0.0) Imports: Rcpp (≥ 0.12.7), methods, stats, tools, whisker LinkingTo: Rcpp, RcppProgress Suggests: knitr, rmarkdown, testthat, RcppProgress Published: 2021-12-17 DOI: 10.32614/CRAN.package.msde Author: Martin Lysy [aut, cre], Feiyu Zhu [aut], JunYong Tong [aut], Trevor Kitt [ctb], Nigel Delaney [ctb] Maintainer: Martin Lysy <mlysy at uwaterloo.ca> License: GPL-3 NeedsCompilation: yes CRAN checks: msde results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=msde to link to this page.
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