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ctsem allows for easy specification and fitting of a range of continuous and discrete time dynamic models, including multiple indicators (dynamic factor analysis), multiple, potentially higher order processes, and time dependent (varying within subject) and time independent (not varying within subject) covariates. Classic longitudinal models like latent growth curves and latent change score models are also possible. Version 1 of ctsem provided SEM based functionality by linking to the OpenMx software, allowing mixed effects models (random means but fixed regression and variance parameters) for multiple subjects. For version 2 of the R package ctsem, we include a Bayesian specification and fitting routine that uses the Stan probabilistic programming language, via the rstan package in R. This allows for all parameters of the dynamic model to individually vary, using an estimated population mean and variance, and any time independent covariate effects, as a prior. ctsem is documented in a JSS publication (Driver, Voelkle, Oud, 2017), and in R vignette form at https://cran.r-project.org/package=ctsem/vignettes/ctsem.pdf . The Bayesian approach is outlined in Introduction to Hierarchical Continuous Time Dynamic Modelling with ctsem, at https://github.com/cdriveraus/ctsem/raw/master/vignettes/hierarchicalmanual.pdf . To cite ctsem please use the citation(“ctsem”) command in R.

To install the github version, use:

remotes::install_github('cdriveraus/ctsem', INSTALL_opts = "--no-multiarch", dependencies = c("Depends", "Imports"))

Troubleshooting Rstan / Rtools install for Windows:

Ensure recent version of R and Rtools is installed.

try including these lines in home/.R/makevars. :

CXX14 = g++ -std=c++1y
CXX14FLAGS = -O3 -Wno-unused-variable -Wno-unused-function

If makevars does not exist, run this code within R:

dotR <- file.path(Sys.getenv("HOME"), ".R")
if (!file.exists(dotR)) dir.create(dotR)
M <- file.path(dotR, ifelse(.Platform$OS.type == "windows", "Makevars.win", "Makevars"))
if (!file.exists(M)) file.create(M)
cat("\nCXX14FLAGS=-O3 -march=native -mtune=native",
    if( grepl("^darwin", R.version$os)) "CXX14FLAGS += -arch x86_64 -ftemplate-depth-256" else
    if (.Platform$OS.type == "windows") "CXX11FLAGS=-O3 -march=native -mtune=native" else
    "CXX14FLAGS += -fPIC",
    file = M, sep = "\n", append = TRUE)

In case of compile errors like g++ not found, ensure the devtools package is installed:

install.packages('devtools')

and include the following in your .Rprofile

library(devtools)
Sys.setenv(PATH = paste("C:/Rtools/bin", Sys.getenv("PATH"), sep=";"))
Sys.setenv(PATH = paste("C:\\Rtools\\mingw_64\\bin", Sys.getenv("PATH"), sep=";"))
Sys.setenv(BINPREF = "C:/Rtools/mingw_$(WIN)/bin/")