Description

ctsem is an R package for continuous time structural equation modelling of panel (N > 1) and time series (N = 1) data, using either a frequentist or Bayesian approach, or middle ground forms like maximum a posteriori.

The general workflow begins by specifying a model using the ctModel function, in which the type of model is also specified. Then the model is fit to data using ctStanFit. The ctFit function which allows for fitting using the OpenMx / SEM form, as described in the original JSS ctsem paper, can now be found in the ctsemOMX package. The omx forms are no longer in development and for most purposes, the newer stan based forms are more robust and flexible. For examples, see ctStanFit. For citation info, please run citation('ctsem') .

References

https://www.jstatsoft.org/article/view/v077i05

Driver, C. C., & Voelkle, M. C. (2018). Hierarchical Bayesian continuous time dynamic modeling. Psychological Methods. Advance online publication.http://dx.doi.org/10.1037/met0000168

Stan Development Team (2018). RStan: the R interface to Stan. R package version 2.17.3. http://mc-stan.org