R: Bayesian Inference for Multivariate Stochastic Differential Equations

# Bayesian Inference for Multivariate Stochastic Differential Equations

## Documentation for package ‘msde’ version 1.0.5

- DESCRIPTION file
- User guides, package vignettes and other documentation

## Help Pages

msde-package | msde: Bayesian Inference for Multivariate Stochastic Differential Equations
mou.loglik | Loglikelihood for multivariate Ornstein-Uhlenbeck process.
msde | msde: Bayesian Inference for Multivariate Stochastic Differential Equations
mvn.hyper.check | Argument checking for the default multivariate normal prior.
sde.diff | SDE diffusion function.
sde.drift | SDE drift function.
sde.examples | Example SDE models.
sde.init | MCMC initialization.
sde.loglik | SDE loglikelihood function.
sde.make.model | Create an SDE model object.
sde.post | MCMC sampler for the SDE posterior.
sde.prior | SDE prior function.
sde.sim | Simulation of multivariate SDE trajectories.
sde.valid | SDE data and parameter validators.
sde.valid.data | SDE data and parameter validators.
sde.valid.params | SDE data and parameter validators.