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'.
https://anaconda.org/r_test/r-msde/badges/version.svg
https://anaconda.org/r_test/r-msde/badges/latest_release_date.svg
https://anaconda.org/r_test/r-msde/badges/latest_release_relative_date.svg
https://anaconda.org/r_test/r-msde/badges/platforms.svg
https://anaconda.org/r_test/r-msde/badges/license.svg
https://anaconda.org/r_test/r-msde/badges/downloads.svg