ctsem
Continuous Time Structural Equation Modelling
Description
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.
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CRAN Check Status
Show all 12 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | ERROR |
| r-release-macos-arm64 | OK |
| r-release-windows-x86_64 | OK |
Check details (13 non-OK)
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for GNU extensions in Makefiles
GNU make is a SystemRequirements.
installed package size
installed size is 198.4Mb
sub-directories of 1Mb or more:
R 2.0Mb
data 1.7Mb
libs 193.3Mb
installed package size
installed size is 11.6Mb
sub-directories of 1Mb or more:
R 1.2Mb
data 1.7Mb
libs 7.3Mb
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whether package can be installed
Installation failed. See ‘/home/hornik/tmp/R.check/r-release-gcc/Work/PKGS/ctsem.Rcheck/00install.out’ for details.
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Check History
ERROR 9 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 9, 2026
whether package can be installed
Installation failed. See ‘/home/hornik/tmp/R.check/r-release-gcc/Work/PKGS/ctsem.Rcheck/00install.out’ for details.
installed package size
installed size is 198.4Mb
sub-directories of 1Mb or more:
R 2.0Mb
data 1.7Mb
libs 193.3Mb
installed package size
installed size is 11.6Mb
sub-directories of 1Mb or more:
R 1.2Mb
data 1.7Mb
libs 7.3Mb