nimble
swMATH19270CRANnimbleMaRDI QIDQ31100
MCMC, Particle Filtering, and Programmable Hierarchical Modeling
Abel Rodríguez, Wei Zhang, Perry de Valpine, Christopher Paciorek, Daniel Turek, Nick Michaud, Cliff Anderson-Bergman, Fritz Obermeyer, Claudia Wehrhahn Cortes, Duncan Temple Lang, Sally Paganin, Joshua Hug, Paul van Dam-Bates
Last update: 31 January 2024
Software version identifier: 0.13.1, 0.13.2, 1.0.0, 0.5, 0.6-1, 0.6-2, 0.6-3, 0.6-4, 0.6-5, 0.6-6, 0.6-7, 0.6-8, 0.6-9, 0.6-10, 0.6-11, 0.6-12, 0.6.13, 0.6, 0.7.0.1, 0.7.0, 0.7.1, 0.8.0, 0.9.0, 0.9.1, 0.10.0, 0.10.1, 0.11.0, 0.11.1, 0.12.0, 0.12.1, 0.12.2, 0.13.0, 1.0.1, 1.1.0
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0, 3-clause BSD License, File License
A system for writing hierarchical statistical models largely compatible with 'BUGS' and 'JAGS', writing nimbleFunctions to operate models and do basic R-style math, and compiling both models and nimbleFunctions via custom-generated C++. 'NIMBLE' includes default methods for MCMC, Laplace Approximation, Monte Carlo Expectation Maximization, and some other tools. The nimbleFunction system makes it easy to do things like implement new MCMC samplers from R, customize the assignment of samplers to different parts of a model from R, and compile the new samplers automatically via C++ alongside the samplers 'NIMBLE' provides. 'NIMBLE' extends the 'BUGS'/'JAGS' language by making it extensible: New distributions and functions can be added, including as calls to external compiled code. Although most people think of MCMC as the main goal of the 'BUGS'/'JAGS' language for writing models, one can use 'NIMBLE' for writing arbitrary other kinds of model-generic algorithms as well. A full User Manual is available at <https://r-nimble.org>.
