TMB
swMATH16279CRANTMBMaRDI QIDQ28149
Template Model Builder: A General Random Effect Tool Inspired by 'ADMB'
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Last update: 12 December 2023
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Software version identifier: 1.9.3, 1.9.4, 1.6.1, 1.6.2, 1.6.5, 1.6.6, 1.7.0, 1.7.2, 1.7.4, 1.7.5, 1.7.6, 1.7.7, 1.7.8, 1.7.9, 1.7.10, 1.7.11, 1.7.12, 1.7.13, 1.7.14, 1.7.15, 1.7.16, 1.7.17, 1.7.18, 1.7.19, 1.7.20, 1.7.21, 1.7.22, 1.8.0, 1.8.1, 1.9.0, 1.9.1, 1.9.2, 1.9.5, 1.9.6, 1.9.7, 1.9.8, 1.9.9, 1.9.10
Source code repository: https://github.com/cran/TMB
With this tool, a user should be able to quickly implement complex random effect models through simple C++ templates. The package combines 'CppAD' (C++ automatic differentiation), 'Eigen' (templated matrix-vector library) and 'CHOLMOD' (sparse matrix routines available from R) to obtain an efficient implementation of the applied Laplace approximation with exact derivatives. Key features are: Automatic sparseness detection, parallelism through 'BLAS' and parallel user templates.