msde (1.0.2)

0 users

Bayesian Inference for Multivariate Stochastic Differential Equations.

http://cran.r-project.org/web/packages/msde

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'.

Maintainer: Martin Lysy
Author(s): Martin Lysy [aut, cre], JunYong Tong [aut], Nigel Delaney [ctb]

License: GPL-3

Uses: Rcpp, testthat, knitr, RcppProgress, rmarkdown

Released about 1 month ago.


1 previous version

Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

No one has written a review of msde yet. Want to be the first? Write one now.


Related packages:(20 best matches, based on common tags.)


Search for msde on google, google scholar, r-help, r-devel.

Visit msde on R Graphical Manual.