ctStanUpdModel

data as normally passed to <code><a rd-options="" href="/link/ctStanFit?package=ctsem&version=3.4.2" data-mini-rdoc="ctsem::ctStanFit">ctStanFit</a></code>

datalong

model as normally passed to <code><a rd-options="" href="/link/ctStanFit?package=ctsem&version=3.4.2" data-mini-rdoc="ctsem::ctStanFit">ctStanFit</a></code>

ctstanmodel

extra args for <code><a rd-options="" href="/link/ctStanFit?package=ctsem&version=3.4.2" data-mini-rdoc="ctsem::ctStanFit">ctStanFit</a></code>

Allows one to change data and or model elements that don't require recompiling, then re fit.

Hierarchical continuous 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), 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. 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> .
Stan based functions are not available on 32 bit Windows systems at present.
<https://cdriver.netlify.app/> contains some tutorial blog posts.

Charles Driver

ctsem

Continuous Time Structural Equation Modelling

Manuel Voelkle

Han Oud

Trustees of Columbia University 

ctStanUpdModel function

data as normally passed to <code><a rd-options='' href='ctStanFit'>ctStanFit</a></code>

model as normally passed to <code><a rd-options='' href='ctStanFit'>ctStanFit</a></code>

extra args for <code><a rd-options='' href='ctStanFit'>ctStanFit</a></code>

ctStanUpdModel: Update an already compiled and fit ctStanFit object

Description

Usage

Arguments