RTMB-package: RTMB: R bindings for 'TMB'

In RTMB: 'R' Bindings for 'TMB'

RTMB: R bindings for 'TMB'

Description

The package 'RTMB' provides a native R interface for a subset of 'TMB' so you can avoid coding in C++. 'RTMB' only affects the 'TMB' function 'MakeADFun' that builds the objective function. Once 'MakeADFun' has been invoked, everything else is exactly the same and models run as fast as if coded in C++.

Details

'RTMB' offers a greatly simplified interface to 'TMB'. The TMB objective function can now be written entirely in R rather than C++ (TMB-interface). In addition, we highlight two new simplifications:

1. For the most cases, simulation testing can be carried out automatically without the need to add simulation blocks (Simulation).

2. Also, quantile residuals can be obtained without any essential modifications to the objective function (OSA-residuals).

The introduction vignette describes these basic features - see vignette("RTMB-introduction").

In addition to the usual MakeADFun interface, 'RTMB' offers a lower level interface to the AD machinery (MakeTape). MakeTape replaces the functionality you would normally get in 'TMB' using C++ functors, such as calculating derivatives inside the objective function.

The advanced vignette covers these topics - see vignette("RTMB-advanced").

Note

'RTMB' relies heavily on the new AD framework 'TMBad' without which this interface would not be possible.

Author(s)

Kasper Kristensen

Maintainer: [e-mail]

RTMB documentation built on Sept. 12, 2024, 6:45 a.m.