ctsem

3.11.1

Continuous Time Structural Equation Modelling

2packages depend

9.6Kdownloads / year

–test coverage

11/11checks pass

Overview

About

Maintained by Charles DriverFirst published 2015-08-1058 releasesCRAN page ↗GitHub ↗

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.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("ctsem", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("cdriveraus/ctsem")

Development version from cdriveraus/ctsem. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-ctsem

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-ctsem

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-ctsem

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

11OK

Slowest check: 31.9 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.17

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-07-29
11 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-07-27
10 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-07-18
11 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-07-12
10 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-05-17
11 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Show 5 earlier snapshots

ERROR2026-05-07
10 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-05-03
11 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-16
9 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
NOTE2026-04-12
10 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-03-10
9 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE

Documentation

READMEYes · 958 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 67%
Documented parameters: 95%
Return-value docs: 70%
References docs: 1%

Downloads

9.6K

CRAN downloads in the past year

Rank #3,692 · ~26/day · ~798/mo

Releases R versions

Daily download trend is not available in this view yet.

1.1K30 days

2.8K90 days

9.6K1 year

Compare downloads with other packages →

Also on1.5K r2u2 autocran42 c2d4u

Repository

GitHub ↗ cdriveraus/ctsem

50Stars

19Forks

3Open issues

0Open PRs

0Releases

1,203Commits

7Contributors

time-seriesstochastic-differential-equations

1,203 commits · Last activity 2026-07-09 · +4.2% stars, 30d

Stars over time

2025-07-07 · 412026-07-29 · 50

Repository practices

Upstream repositoryBeta

2 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/cdriveraus/ctsem on 2026-07-30.

Continuous integration (1)

GitHub Actions

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

40 external dependencies (excludes base and recommended)

Depends (2)

R >= 4.2.0Rcpp

Imports (26)

cOde data.tabledatasetsDeriv expm ggplot2graphicsgrDevicesMASSMatrixmethodsmize mvtnormparallelplyr RcppParallel rstan rstantoolsstatstibbletoolsutilssplinesparallelly corpcor png

LinkingTo (7)

BH Rcpp RcppEigen (>= 0.3.3.4.0)RcppParallel rstan StanHeaders RcppParallel

Suggests (17)

knitr testthat devtools tinytex lme4 shiny gridExtra arules collapse qgam papaja future future.apply diagis pdftools rstudioapi quarto

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

2direct

0indirect

CoTiMA tidyILD

Code & Tests

Datasets

People & History

People (4)

Maintainer (1)

Charles Driver

Author, Maintainer, Copyright holder

Authors (3)

Charles Driver

Author, Maintainer, Copyright holder

Han Oud

Author, Copyright holder

Manuel Voelkle

Author, Copyright holder

Charles Driver

Author, Maintainer, Copyright holder

Han Oud

Author, Copyright holder

Manuel Voelkle

Author, Copyright holder

Trustees of Columbia University

Package Timeline

58 releases. Pick two to compare their code metrics. R releases are shown for context.

3.11.1Latest
2026-07-13 · current release · diff ↗
3.11.0
2026-06-30 · diff ↗
R
R 4.6.0 released · 2026-04-24
3.10.6
2026-01-27 · diff ↗
3.10.5
2026-01-20 · diff ↗
3.10.4
2025-06-30 · diff ↗
3.10.3
2025-06-21 · diff ↗
R
R 4.5.0 released · 2025-04-11
3.10.2
2025-01-13 · diff ↗
3.10.1
2024-08-19 · diff ↗
3.10.0
2024-05-09 · diff ↗
R
R 4.4.0 released · 2024-04-24
3.9.1
2023-10-30 · diff ↗
3.9.0
2023-09-14 · diff ↗
3.8.1
2023-09-05 · diff ↗
R
R 4.3.0 released · 2023-04-21

Show 58 earlier events

3.7.6
2023-03-26 · diff ↗
3.7.2
2022-11-06 · diff ↗
3.7.1
2022-08-08 · diff ↗
R
R 4.2.0 released · 2022-04-22
3.6.0
2022-03-10 · diff ↗
3.5.5
2022-02-16 · diff ↗
3.5.4
2021-07-23 · diff ↗
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R 4.1.0 released · 2021-05-18
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3.4.1
2020-12-18 · diff ↗
3.3.11
2020-09-16 · diff ↗
3.3.8
2020-07-16 · diff ↗
3.3.6
2020-06-23 · diff ↗
unarchivedReturned to CRAN
2020-06-23
archivedRemoved from CRAN
2020-05-11
check problems were not corrected in time donttest, installation failure on Solaris (unique amongst stan-using packages)
3.2.1
2020-04-26 · diff ↗
R
R 4.0.0 released · 2020-04-24
3.2.0
2020-04-22 · diff ↗
3.1.1
2020-02-10 · diff ↗
3.1.0
2020-01-27 · diff ↗
3.0.9
2019-12-18 · diff ↗
3.0.8
2019-11-08 · diff ↗
3.0.4
2019-09-13 · diff ↗
3.0.3
2019-09-11 · diff ↗
3.0.1
2019-08-23 · diff ↗
3.0.0
2019-07-31 · diff ↗
2.9.6
2019-05-29 · diff ↗
R
R 3.6.0 released · 2019-04-26
2.9.0
2019-04-14 · diff ↗
2.8.2
2019-02-03 · diff ↗
unarchivedReturned to CRAN
2019-02-03
archivedRemoved from CRAN
2019-01-24
check issues were not corrected in time
2.7.6
2018-11-20 · diff ↗
2.7.4
2018-11-09 · diff ↗
2.6.5
2018-06-26 · diff ↗
2.6.4
2018-06-10 · diff ↗
R
R 3.5.0 released · 2018-04-23
2.5.0
2017-10-18 · diff ↗
2.4.0
2017-05-17 · diff ↗
R
R 3.4.0 released · 2017-04-21
2.3.1
2017-04-06 · diff ↗
2.3.0
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2.2.0
2017-01-24 · diff ↗
2.1.1
2017-01-07 · diff ↗
2.1.0
2016-12-22 · diff ↗
2.0.0
2016-11-19 · diff ↗
1.1.6
2016-06-15 · diff ↗
R
R 3.3.0 released · 2016-05-03
1.1.5.2
2016-02-25 · diff ↗
1.1.5.1
2016-02-17 · diff ↗
1.1.5
2015-12-16 · diff ↗
1.1.3
2015-10-12 · diff ↗
1.1.1
2015-08-10
R
R 3.2.0 released · 2015-04-16

Package metadata

First published: 2015-08-10
Total releases: 58 / 11 yrs
License: GPL-3 OSI
Minimum R: ≥ 4.2.0
Bundled data: 478 KB / 11 files
Download size: 1.7 MB
Installed size: not tracked yet
With dependencies: not tracked yet

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