nimble: MCMC, Particle Filtering, and Programmable Hierarchical Modeling
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>.
| Version: |
1.3.0 |
| Depends: |
R (≥ 3.1.2) |
| Imports: |
methods, igraph, coda, R6, pracma, numDeriv |
| Suggests: |
testthat, mcmcse, nloptr |
| Published: |
2024-12-17 |
| DOI: |
10.32614/CRAN.package.nimble |
| Author: |
Perry de Valpine [aut],
Christopher Paciorek [aut, cre],
Daniel Turek [aut],
Nick Michaud [aut],
Cliff Anderson-Bergman [aut],
Fritz Obermeyer [aut],
Claudia Wehrhahn Cortes [aut] (Bayesian nonparametrics system),
Abel Rodríguez [aut] (Bayesian nonparametrics system),
Duncan Temple Lang [aut] (packaging configuration),
Wei Zhang [aut] (Laplace approximation),
Sally Paganin [aut] (reversible jump MCMC),
Joshua Hug [aut] (WAIC),
Paul van Dam-Bates [aut] (AGHQ approximation, Pólya-Gamma sampler,
nimIntegrate),
Jagadish Babu [ctb] (code for the compilation system for an early
version of NIMBLE),
Lauren Ponisio [ctb] (contributions to the cross-validation code),
Peter Sujan [ctb] (multivariate t distribution code) |
| Maintainer: |
Christopher Paciorek <paciorek at stat.berkeley.edu> |
| BugReports: |
https://github.com/nimble-dev/nimble/issues |
| License: |
BSD_3_clause + file LICENSE | GPL-2 | GPL-3 [expanded from: BSD_3_clause + file LICENSE | GPL (≥ 2)] |
| Copyright: |
See COPYRIGHTS file.
nimble copyright details |
| URL: |
https://r-nimble.org, https://github.com/nimble-dev/nimble |
| NeedsCompilation: |
yes |
| SystemRequirements: |
GNU make |
| Citation: |
nimble citation info |
| Materials: |
README NEWS INSTALL |
| In views: |
Bayesian, MixedModels |
| CRAN checks: |
nimble results |
Documentation:
Downloads:
Reverse dependencies:
| Reverse depends: |
baorista, BayesNSGP, bcgam, compareMCMCs, nimbleCarbon, nimbleEcology, nimbleHMC, nimbleNoBounds, nimbleSCR, nimbleSMC, Xcertainty |
| Reverse imports: |
InvStablePrior, saeHB, scPloidy |
| Reverse suggests: |
bridgesampling, camtrapR, postpack, runMCMCbtadjust |
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