ctsem

ctsem-package

ctsem is an R package for continuous time structural equation modelling of panel (N &gt; 1) 
and time series (N = 1) data, using either a frequentist or Bayesian approach, or middle
ground forms like maximum a posteriori. 
The general workflow begins by specifying a model using the <code>ctModel</code> function,
then fitting it to data using <code>ctFit</code> (alias <code>ctStanFit</code>).
For original OpenMx / SEM functionality from the first ctsem versions, use the
ctsemOMX package.
For most purposes, the Stan-based forms in ctsem are more robust and flexible.
For examples, see <code>ctFit</code>.
For citation info, please run <code>citation('ctsem')</code> .

Hierarchical continuous (and discrete) time state space modelling, for linear
and nonlinear systems measured by continuous variables, with limited support for
binary data. The subject specific dynamic system is modelled as a stochastic
differential equation (SDE) or difference equation, measurement models are typically multivariate normal factor models.
Linear mixed effects SDE's estimated via maximum likelihood and optimization are the default.
Nonlinearities, (state dependent parameters) and random effects on all parameters
are possible, using either max likelihood / max a posteriori optimization
(with optional importance sampling) or Stan's Hamiltonian Monte Carlo sampling.
See <https://github.com/cdriveraus/ctsem/raw/master/vignettes/hierarchicalmanual.pdf>
for details. See <https://osf.io/preprints/psyarxiv/4q9ex_v2> for a detailed tutorial.
Priors may be used. For the conceptual overview of the hierarchical Bayesian
linear SDE approach,
see <https://www.researchgate.net/publication/324093594_Hierarchical_Bayesian_Continuous_Time_Dynamic_Modeling>.
Exogenous inputs may also be included, for an overview of such possibilities see <https://www.researchgate.net/publication/328221807_Understanding_the_Time_Course_of_Interventions_with_Continuous_Time_Dynamic_Models> .
<https://cdriver.netlify.app/> contains some tutorial blog posts.

Charles Driver

Continuous Time Structural Equation Modelling

Manuel Voelkle

Han Oud

Trustees of Columbia University 

ctsem-package function

Maintainer: Charles Driver <a href="/link/charles.driver2%40uzh.ch?package=ctsem&version=3.11.0" data-mini-rdoc="ctsem::charles.driver2@uzh.ch">charles.driver2@uzh.ch</a> [copyright holder]
Authors:<ul>
<li>Charles Driver <a href="/link/charles.driver2%40uzh.ch?package=ctsem&version=3.11.0" data-mini-rdoc="ctsem::charles.driver2@uzh.ch">charles.driver2@uzh.ch</a> [copyright holder]</li>
<li>Manuel Voelkle [copyright holder]</li>
<li>Han Oud [copyright holder]</li>
</ul>Other contributors:<ul>
<li>Trustees of Columbia University [copyright holder]</li>
</ul>

Author

ctsem — ctsem-package

Maintainer: Charles Driver <a href='mailto:charles.driver2@uzh.ch'>charles.driver2@uzh.ch</a> [copyright holder]
Authors:<ul>
<li>Charles Driver <a href='mailto:charles.driver2@uzh.ch'>charles.driver2@uzh.ch</a> [copyright holder]</li>
<li>Manuel Voelkle [copyright holder]</li>
<li>Han Oud [copyright holder]</li>
</ul>

Other contributors:<ul>
<li>Trustees of Columbia University [copyright holder]</li>
</ul>

ctsem-package: ctsem

Description

Arguments

Author

References

See Also