msde
Bayesian Inference for Multivariate Stochastic Differential Equations
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'.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.5 |
rolling linux/jammy R-4.5 | msde_1.0.5.tar.gz |
457.1 KiB |
1.0.5 |
rolling linux/noble R-4.5 | msde_1.0.5.tar.gz |
460.1 KiB |
1.0.5 |
rolling source/ R- | msde_1.0.5.tar.gz |
227.3 KiB |
1.0.5 |
latest linux/jammy R-4.5 | msde_1.0.5.tar.gz |
457.1 KiB |
1.0.5 |
latest linux/noble R-4.5 | msde_1.0.5.tar.gz |
460.1 KiB |
1.0.5 |
latest source/ R- | msde_1.0.5.tar.gz |
227.3 KiB |
1.0.5 |
2026-04-26 source/ R- | msde_1.0.5.tar.gz |
227.3 KiB |
1.0.5 |
2026-04-23 source/ R- | msde_1.0.5.tar.gz |
227.3 KiB |
1.0.5 |
2026-04-09 windows/windows R-4.5 | msde_1.0.5.zip |
772.0 KiB |
1.0.5 |
2025-04-20 source/ R- | msde_1.0.5.tar.gz |
227.3 KiB |