{ "_id": "6a117006acfb0bcc41cf6883", "Type": "Package", "Package": "ctsmTMB", "Title": "Continuous Time Stochastic Modelling using Template Model\nBuilder", "Version": "1.1.0", "Date": "2026-02-01", "Authors@R": "c(\nperson(\"Phillip\", \"Vetter\", , \"pbrve@dtu.dk\", role = c(\"aut\", \"cre\", \"cph\")),\nperson(\"Jan\", \"Møller\", , \"jkmo@dtu.dk\", role = \"ctb\"),\nperson(\"Uffe\", \"Thygesen\", , \"uhth@dtu.dk\", role = \"ctb\"),\nperson(\"Peder\", \"Bacher\", , \"pbac@dtu.dk\", role = \"ctb\"),\nperson(\"Henrik\", \"Madsen\", , \"hmad@dtu.dk\", role = \"ctb\")\n)", "Description": "Perform state and parameter inference, and forecasting, in\nstochastic state-space systems using the 'ctsmTMB' R6 class.\nThis class provides a user-friendly interface for working with\nstochastic state space models. Inference is based on maximum\nlikelihood estimation, with derivatives efficiently computed\nthrough automatic differentiation enabled by the 'TMB'/'RTMB'\npackages (Kristensen et al., 2016) .\nThe available inference methods include Kalman filters, in\naddition to a Laplace approximation-based smoothing method. For\nfurther details of these methods refer to the documentation of\nthe 'CTSMR' package and\nThygesen (2025) . Forecasting\ncapabilities include moment predictions and stochastic path\nsimulations implemented in 'C++' using 'Rcpp' (Eddelbuettel et\nal., 2018) for\ncomputational efficiency.", "License": "GPL-3", "URL": "https://github.com/phillipbvetter/ctsmTMB", "BugReports": "https://github.com/phillipbvetter/ctsmTMB/issues", "VignetteBuilder": "knitr", "Config/testthat/edition": "3", "Copyright": "See the file COPYRIGHTS", "Encoding": "UTF-8", "LazyData": "true", "Roxygen": "list(markdown = TRUE)", "RoxygenNote": "7.3.2", "Config/pak/sysreqs": "libicu-dev", "Repository": "https://phillipbvetter.r-universe.dev", "Date/Publication": "2026-03-24 14:17:31 UTC", "RemoteUrl": "https://github.com/phillipbvetter/ctsmTMB", "RemoteRef": "HEAD", "RemoteSha": "156a377563ac4a8f0b644fa0e74a162286262169", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-05-23 08:58:40 UTC", "User": "root" }, "Author": "Phillip Vetter [aut, cre, cph],\nJan Møller [ctb],\nUffe Thygesen [ctb],\nPeder Bacher [ctb],\nHenrik Madsen [ctb]", "Maintainer": "Phillip Vetter ", "MD5sum": "b4c4949d7d1eea037e30372040b5ff14", "_user": "phillipbvetter", "_type": "src", "_file": "ctsmTMB_1.1.0.tar.gz", "_fileid": "2ce0008c6b2d5d1cd69af2d1c3e36f412eccd049bb5d372d30d2e071b28dfe08", "_filesize": 502598, "_sha256": "2ce0008c6b2d5d1cd69af2d1c3e36f412eccd049bb5d372d30d2e071b28dfe08", "_created": "2026-05-23T08:58:40.000Z", "_published": "2026-05-23T09:14:46.071Z", "_distro": "noble", "_jobs": [ { "job": 77510968897, "time": 247, "config": "linux-devel-arm64", "r": "4.7.0", "check": "ERROR", "artifact": "7175826397" }, { "job": 77510968902, "time": 264, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "ERROR", "artifact": "7175827846" }, { "job": 77510968900, "time": 256, "config": "linux-release-arm64", "r": "4.6.0", "check": "ERROR", "artifact": "7175827165" }, { "job": 77510968899, "time": 227, "config": "linux-release-x86_64", "r": "4.6.0", "check": "ERROR", "artifact": "7175824614" }, { "job": 77510968877, "time": 182, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "ERROR", "artifact": "7175820922" }, { "job": 77510968878, "time": 390, "config": "macos-oldrel-x86_64", "r": "4.5.3", "check": "ERROR", "artifact": "7175839123" }, { "job": 77510968874, "time": 258, "config": "macos-release-arm64", "r": "4.6.0", "check": "ERROR", "artifact": "7175827225" }, { "job": 77510968894, "time": 871, "config": "macos-release-x86_64", "r": "4.6.0", "check": "ERROR", "artifact": "7175880504" }, { "job": 77510709395, "time": 318, "config": "source", "r": "4.6.0", "check": "ERROR", "artifact": "7175804356" }, { "job": 77510968857, "time": 173, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7175820171" }, { "job": 77510968890, "time": 285, "config": "windows-devel", "r": "4.7.0", "check": "ERROR", "artifact": "7175829997" }, { "job": 77510968901, "time": 318, "config": "windows-oldrel", "r": "4.5.3", "check": "ERROR", "artifact": "7175832678" }, { "job": 77510968895, "time": 285, "config": "windows-release", "r": "4.6.0", "check": "ERROR", "artifact": "7175830129" } ], "_buildurl": "https://github.com/r-universe/phillipbvetter/actions/runs/26328611468", "_status": "failure", "_host": "GitHub-Actions", "_upstream": "https://github.com/phillipbvetter/ctsmTMB", "_commit": { "id": "156a377563ac4a8f0b644fa0e74a162286262169", "author": "Phillip Brinck Vetter ", "committer": "Phillip Brinck Vetter ", "message": "Fix getParameters naming, setParameter bug, and add regression test suite\n\n- getParameters now preserves parameter names (via rownames on the matrix)\n- setParameter names are correctly propagated to base.pars\n- Add test-parameter-tests.R covering set/get roundtrip and partial pars override\n- Add test-cpp-output-regression.R for filter/predict/simulate with use.cpp=TRUE\n- Add test-estimate-regression.R for all five estimation methods\n- Add reference datasets: Ornstein_augmented_NA plus ref_*.rda objects\n- Add data-raw generation scripts for reproducibility\n", "time": 1774361851 }, "_maintainer": { "name": "Phillip Vetter", "email": "pbrve@dtu.dk" }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 4.0.0", "role": "Depends" }, { "package": "Rcpp", "role": "LinkingTo" }, { "package": "RcppArmadillo", "role": "LinkingTo" }, { "package": "RcppEigen", "role": "LinkingTo" }, { "package": "zigg", "role": "LinkingTo" }, { "package": "Deriv", "role": "Imports" }, { "package": "ggplot2", "role": "Imports" }, { "package": "graphics", "role": "Imports" }, { "package": "grDevices", "role": "Imports" }, { "package": "Matrix", "role": "Imports" }, { "package": "patchwork", "role": "Imports" }, { "package": "R6", "role": "Imports" }, { "package": "Rcpp", "role": "Imports" }, { "package": "rlang", "role": "Imports" }, { "package": "RTMB", "version": ">= 1.7", "role": "Imports" }, { "package": "stats", "role": "Imports" }, { "package": "stringr", "role": "Imports" }, { "package": "TMB", "role": "Imports" }, { "package": "utils", "role": "Imports" }, { "package": "knitr", "role": "Suggests" }, { "package": "rmarkdown", "role": "Suggests" }, { "package": "testthat", "version": ">= 3.0.0", "role": "Suggests" } ], "_owner": "phillipbvetter", "_selfowned": true, "_usedby": 0, "_updates": [ { "week": "2025-21", "n": 3 }, { "week": "2025-22", "n": 1 }, { "week": "2025-29", "n": 2 }, { "week": "2025-33", "n": 1 }, { "week": "2025-35", "n": 7 }, { "week": "2025-39", "n": 1 }, { "week": "2025-40", "n": 5 }, { "week": "2025-41", "n": 3 }, { "week": "2025-42", "n": 1 }, { "week": "2025-48", "n": 1 }, { "week": "2025-51", "n": 2 }, { "week": "2026-06", "n": 7 }, { "week": "2026-08", "n": 1 }, { "week": "2026-13", "n": 7 } ], "_tags": [], "_stars": 6, "_contributors": [ { "user": "phillipbvetter", "count": 33, "uuid": 32834515 }, { "user": "emima94", "count": 2, "uuid": 157652694 } ], "_userbio": { "uuid": 32834515, "type": "user", "name": "Phillip Brinck Vetter", "description": "I work with statistical models, and likelihood theory, in particular stochastic state space systems for wastewater and energy applications." }, "_downloads": { "count": 229, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/ctsmTMB" }, "_devurl": "https://github.com/phillipbvetter/ctsmtmb", "_searchresults": 85, "_topics": [ "cpp" ], "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/ctsmTMB.html", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "manual.pdf" ], "_homeurl": "https://github.com/phillipbvetter/ctsmtmb", "_realowner": "phillipbvetter", "_cranurl": true, "_releases": [ { "version": "1.0.0", "date": "2025-04-08" }, { "version": "1.0.1", "date": "2025-08-27" } ], "_exports": [ "ctsmTMB", "newModel" ], "_datasets": [ { "name": "Ornstein", "title": "Sample from a simulated Ornstein-Uhlenbeck process with time-dependent mean", "object": "Ornstein", "class": [ "data.frame" ], "fields": [ "t", "y", "u" ], "rows": 201, "table": true, "tojson": true }, { "name": "Ornstein_augmented", "title": "Sample from a simulated two-state Ornstein-Uhlenbeck process", "object": "Ornstein_augmented", "class": [ "data.frame" ], "fields": [ "t", "y1", "y2", "u" ], "rows": 201, "table": true, "tojson": true }, { "name": "Ornstein_augmented_NA", "title": "", "object": "Ornstein_augmented_NA", "class": [ "data.frame" ], "fields": [ "t", "y1", "y2", "u" ], "rows": 10, "table": true, "tojson": true }, { "name": "ref_estimate_ekf", "title": "", "object": "ref_estimate_ekf", "class": [ "ctsmTMB.fit" ], "fields": [], "table": false, "tojson": false }, { "name": "ref_estimate_laplace", "title": "", "object": "ref_estimate_laplace", "class": [ "ctsmTMB.fit" ], "fields": [], "table": false, "tojson": false }, { "name": "ref_estimate_laplace_thygesen", "title": "", "object": "ref_estimate_laplace_thygesen", "class": [ "ctsmTMB.fit" ], "fields": [], "table": false, "tojson": false }, { "name": "ref_estimate_lkf", "title": "", "object": "ref_estimate_lkf", "class": [ "ctsmTMB.fit" ], "fields": [], "table": false, "tojson": false }, { "name": "ref_estimate_ukf", "title": "", "object": "ref_estimate_ukf", "class": [ "ctsmTMB.fit" ], "fields": [], "table": false, "tojson": false }, { "name": "ref_filter_cpp", "title": "", "object": "ref_filter_cpp", "class": [ "list" ], "fields": [], "table": false, "tojson": true }, { "name": "ref_predict_cpp", "title": "", "object": "ref_predict_cpp", "class": [ "list", "ctsmTMB.pred" ], "fields": [], "table": false, "tojson": true }, { "name": "ref_simulate_cpp", "title": "", "object": "ref_simulate_cpp", "class": [ "list" ], "fields": [], "table": false, "tojson": true } ], "_help": [ { "page": "ctsmTMB", "title": "Methods for the 'ctsmTMB' R6 class", "topics": [ "ctsmTMB" ] }, { "page": "newModel", "title": "Create a ctsmTMB model faster avoiding $...", "topics": [ "newModel" ] }, { "page": "Ornstein", "title": "Sample from a simulated Ornstein-Uhlenbeck process with time-dependent mean", "topics": [ "Ornstein" ] }, { "page": "Ornstein_augmented", "title": "Sample from a simulated two-state Ornstein-Uhlenbeck process", "topics": [ "Ornstein_augmented" ] }, { "page": "plot.ctsmTMB.fit", "title": "This function creates residual plots for an estimated ctsmTMB object", "topics": [ "plot.ctsmTMB.fit" ] }, { "page": "plot.ctsmTMB.pred", "title": "Plot of k-step predictions from a ctsmTMB prediction object", "topics": [ "plot.ctsmTMB.pred" ] }, { "page": "plot.ctsmTMB.profile", "title": "Plot a profile likelihood ctsmTMB object", "topics": [ "plot.ctsmTMB.profile" ] }, { "page": "print.ctsmTMB", "title": "Basic print of ctsmTMB objects", "topics": [ "print.ctsmTMB" ] }, { "page": "print.ctsmTMB.fit", "title": "Basic print of objects ctsmTMB fit objects", "topics": [ "print.ctsmTMB.fit" ] }, { "page": "profile.ctsmTMB.fit", "title": "Performs full multi-dimensional profile likelihood calculations", "topics": [ "profile.ctsmTMB.fit" ] }, { "page": "summary.ctsmTMB.fit", "title": "Basic summary of ctsmTMB fit object", "topics": [ "summary.ctsmTMB.fit" ] } ], "_pkglogo": "https://github.com/phillipbvetter/ctsmTMB/raw/HEAD/man/figures/logo.png", "_readme": "https://github.com/phillipbvetter/ctsmTMB/raw/HEAD/README.md", "_rundeps": [ "cli", "cpp11", "Deriv", "farver", "ggplot2", "glue", "gtable", "isoband", "labeling", "lattice", "lifecycle", "magrittr", "MASS", "Matrix", "patchwork", "R6", "RColorBrewer", "Rcpp", "RcppArmadillo", "RcppEigen", "rlang", "RTMB", "S7", "scales", "stringi", "stringr", "TMB", "vctrs", "viridisLite", "withr", "zigg" ], "_sysdeps": [ { "shlib": "libstdc++", "package": "libstdc++6", "source": "gcc", "version": "14.2.0-4ubuntu2~24.04.1", "name": "c++", "homepage": "http://gcc.gnu.org/", "description": "GNU Standard C++ Library v3" } ], "_score": 5.552668216112193, "_indexed": true, "_nocasepkg": "ctsmtmb", "_universes": [ "phillipbvetter" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.1.0", "date": "2026-05-23T09:02:03.000Z", "distro": "noble", "arch": "aarch64", "commit": "156a377563ac4a8f0b644fa0e74a162286262169", "fileid": "106d95b9b56c2d1082bf94e2b50f9b4e8ce5962309600a5968210773e8b358d7", "status": "failure", "check": "ERROR", "buildurl": "https://github.com/r-universe/phillipbvetter/actions/runs/26328611468" }, { "r": "4.7.0", "os": "linux", "version": "1.1.0", "date": "2026-05-23T09:02:07.000Z", "distro": "noble", "arch": "x86_64", "commit": "156a377563ac4a8f0b644fa0e74a162286262169", "fileid": "6c165e6930f24dff88389de1760df025f11d8235c9f4a96df884880896913bae", "status": "failure", "check": "ERROR", "buildurl": "https://github.com/r-universe/phillipbvetter/actions/runs/26328611468" }, { "r": "4.6.0", "os": "linux", "version": "1.1.0", "date": "2026-05-23T09:02:06.000Z", "distro": "noble", "arch": "aarch64", "commit": "156a377563ac4a8f0b644fa0e74a162286262169", "fileid": "eaf81bdbece7515d8d7d828dfd1da3b984f9d817e2a7a57cbd93bdeb2f213e97", "status": "failure", "check": "ERROR", "buildurl": "https://github.com/r-universe/phillipbvetter/actions/runs/26328611468" }, { "r": "4.6.0", "os": "linux", "version": "1.1.0", "date": "2026-05-23T09:02:01.000Z", "distro": "noble", "arch": "x86_64", "commit": "156a377563ac4a8f0b644fa0e74a162286262169", "fileid": "72ba1010579bf5541da08f6c10cae779b2a15a7530f1253e741c4fc45774b8f6", "status": "failure", "check": "ERROR", "buildurl": "https://github.com/r-universe/phillipbvetter/actions/runs/26328611468" }, { "r": "4.5.3", "os": "mac", "version": "1.1.0", "date": "2026-05-23T09:01:44.000Z", "arch": "aarch64", "commit": "156a377563ac4a8f0b644fa0e74a162286262169", "fileid": "164b8f4521078140ad067dca8d010dd59d29d8f81d1d203af4a401180858a9f2", "status": "failure", "check": "ERROR", "buildurl": "https://github.com/r-universe/phillipbvetter/actions/runs/26328611468" }, { "r": "4.5.3", "os": "mac", "version": "1.1.0", "date": "2026-05-23T09:03:32.000Z", "arch": "x86_64", "commit": "156a377563ac4a8f0b644fa0e74a162286262169", "fileid": "685fc0f437a8a314bf4569d3de21366c7de372c10149656f41ce7301ece1ec03", "status": "failure", "check": "ERROR", "buildurl": "https://github.com/r-universe/phillipbvetter/actions/runs/26328611468" }, { "r": "4.6.0", "os": "mac", "version": "1.1.0", "date": "2026-05-23T09:02:16.000Z", "arch": "aarch64", "commit": "156a377563ac4a8f0b644fa0e74a162286262169", "fileid": "c56d20c2873bc5bb73cdd50ba942c59b718cd1eac9651438c89a35ae0001d597", "status": "failure", "check": "ERROR", "buildurl": "https://github.com/r-universe/phillipbvetter/actions/runs/26328611468" }, { "r": "4.6.0", "os": "mac", "version": "1.1.0", "date": "2026-05-23T09:11:37.000Z", "arch": "x86_64", "commit": "156a377563ac4a8f0b644fa0e74a162286262169", "fileid": "a4e18152d532076606f0bd88a7b2381e8fb215cd9c77aa44f8a809cc618e261d", "status": "failure", "check": "ERROR", "buildurl": "https://github.com/r-universe/phillipbvetter/actions/runs/26328611468" }, { "r": "4.6.0", "os": "wasm", "version": "1.1.0", "date": "2026-05-23T09:02:04.000Z", "arch": "emscripten", "commit": "156a377563ac4a8f0b644fa0e74a162286262169", "fileid": "83db727e1f9aa61a749d587a7ba20d148dc4c00227a6436e5ae85f2de2a2d2fa", "status": "success", "buildurl": "https://github.com/r-universe/phillipbvetter/actions/runs/26328611468" }, { "r": "4.7.0", "os": "win", "version": "1.1.0", "date": "2026-05-23T09:01:03.000Z", "arch": "x86_64", "commit": "156a377563ac4a8f0b644fa0e74a162286262169", "fileid": "0261e07497fd7d340f25459f78dd446d31e40d7a3c7b725231e14764141694f6", "status": "failure", "check": "ERROR", "buildurl": "https://github.com/r-universe/phillipbvetter/actions/runs/26328611468" }, { "r": "4.5.3", "os": "win", "version": "1.1.0", "date": "2026-05-23T09:01:28.000Z", "arch": "x86_64", "commit": "156a377563ac4a8f0b644fa0e74a162286262169", "fileid": "7ca28c58a845bdf0d381de5e83ae333bd05ff0a3577f8ac82a9e97ced8d1b96f", "status": "failure", "check": "ERROR", "buildurl": "https://github.com/r-universe/phillipbvetter/actions/runs/26328611468" }, { "r": "4.6.0", "os": "win", "version": "1.1.0", "date": "2026-05-23T09:00:57.000Z", "arch": "x86_64", "commit": "156a377563ac4a8f0b644fa0e74a162286262169", "fileid": "ca22466ffa591ab9d4e466ea8c3dd261896c706c7810b42675740cc0d593a046", "status": "failure", "check": "ERROR", "buildurl": "https://github.com/r-universe/phillipbvetter/actions/runs/26328611468" } ] }