msde

1.0.5

Bayesian Inference for Multivariate Stochastic Differential Equations

0packages depend

2.9Kdownloads / year

45.2%test coverage

13/13checks pass

Overview

About

Maintained by Martin LysyFirst published 2017-07-065 releasesCRAN page ↗

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'.

Install

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

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

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

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-msde

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-msde

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-msde

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

Health

CRAN checks

13OK

Slowest check: 4.3 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.69

45.2%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-04-25
12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-04-22
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
NOTE2026-04-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-09
11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE

Show 1 earlier snapshots

NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 75%
Documented parameters: 98%
Return-value docs: 100%
References docs: 8%

Downloads

2.9K

CRAN downloads in the past year

Rank #16,014 · ~8/day · ~245/mo

Releases R versions

Daily download trend is not available in this view yet.

22430 days

71090 days

2.9K1 year

Compare downloads with other packages →

Also on390 r2u23 autocran

Dependencies

Declared dependencies

8 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.0.0

Imports (5)

Rcppmethodsstatstoolswhisker

LinkingTo (2)

Rcpp RcppProgress

Suggests (4)

knitr rmarkdown testthat RcppProgress

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (5)

Maintainer (1)

Martin Lysy

Author, Maintainer

Authors (3)

Martin Lysy

Author, Maintainer

JunYong Tong

Author

Feiyu Zhu

Author · added in 1.0.4

Contributors (2)

Nigel Delaney

Contributor

Trevor Kitt

Contributor · added in 1.0.5

Package Timeline

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

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
1.0.5Latest
2021-12-17 · current release · diff ↗
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
1.0.4
2019-01-15 · diff ↗
R
R 3.5.0 released · 2018-04-23
1.0.3
2017-12-19 · diff ↗
1.0.2
2017-10-11 · diff ↗
1.0
2017-07-06
R
R 3.4.0 released · 2017-04-21

Package metadata

First published: 2017-07-06
Total releases: 5 / 9 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.0.0
Download size: 227 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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