Package

r-nimble

Description

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, 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>.

Note