Type: Package
Package: ctsmTMB
Title: Continuous Time Stochastic Modelling using Template Model
        Builder
Version: 1.1.1
Date: 2026-07-12
Authors@R: c(
    person("Phillip", "Vetter", , "pbrve@dtu.dk", role = c("aut", "cre", "cph")),
    person("Jan", "Møller", , "jkmo@dtu.dk", role = "ctb"),
    person("Uffe", "Thygesen", , "uhth@dtu.dk", role = "ctb"),
    person("Peder", "Bacher", , "pbac@dtu.dk", role = "ctb"),
    person("Henrik", "Madsen", , "hmad@dtu.dk", role = "ctb")
  )
Description: Perform state and parameter inference, and forecasting, in
    stochastic state-space systems using the 'ctsmTMB' R6 class. This
    class provides a user-friendly interface for working with stochastic
    state space models. Inference is based on maximum likelihood
    estimation, with derivatives efficiently computed through automatic
    differentiation enabled by the 'TMB'/'RTMB' packages (Kristensen et
    al., 2016) <doi:10.18637/jss.v070.i05>. The available inference
    methods include Kalman filters, in addition to a Laplace
    approximation-based smoothing method. For further details of these
    methods refer to the documentation of the 'CTSMR' package
    <https://ctsm.info/ctsmr-reference.pdf> and Thygesen (2025)
    <doi:10.48550/arXiv.2503.21358>. Forecasting capabilities include
    moment predictions and stochastic path simulations implemented in
    'C++' using 'Rcpp' (Eddelbuettel et al., 2018)
    <doi:10.1080/00031305.2017.1375990> for computational efficiency.
License: GPL-3
URL: https://github.com/phillipbvetter/ctsmTMB
BugReports: https://github.com/phillipbvetter/ctsmTMB/issues
Depends: R (>= 4.0.0)
Imports: Deriv, ggplot2, graphics, grDevices, Matrix, patchwork, R6,
        Rcpp, rlang, RTMB (>= 1.7), stats, stringr, TMB, utils
Suggests: knitr, rmarkdown, testthat (>= 3.0.0)
LinkingTo: Rcpp, RcppArmadillo, RcppEigen, zigg
VignetteBuilder: knitr
Config/testthat/edition: 3
Copyright: See the file COPYRIGHTS
Encoding: UTF-8
LazyData: true
Config/roxygen2/version: 8.0.0
NeedsCompilation: yes
Packaged: 2026-07-14 20:52:38 UTC; pbrve
Author: Phillip Vetter [aut, cre, cph],
  Jan Møller [ctb],
  Uffe Thygesen [ctb],
  Peder Bacher [ctb],
  Henrik Madsen [ctb]
Maintainer: Phillip Vetter <pbrve@dtu.dk>
Repository: CRAN
Date/Publication: 2026-07-14 21:10:09 UTC
Built: R 4.5.3; x86_64-w64-mingw32; 2026-09-01 12:55:50 UTC; windows
Archs: x64
