TMB: Template Model Builder: A General Random Effect Tool Inspired by 'ADMB'

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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.

Author
Kasper Kristensen [aut, cre, cph], Brad Bell [cph], Hans Skaug [ctb], Arni Magnusson [ctb], Casper Berg [ctb], Anders Nielsen [ctb], Martin Maechler [ctb], Theo Michelot [ctb], Mollie Brooks [ctb], Cole Monnahan [ctb]
Date of publication
2016-11-21 12:01:39
Maintainer
Kasper Kristensen <kaskr@dtu.dk>
License
GPL-2
Version
1.7.5
URLs

View on CRAN

Man pages

as.list.sdreport
Convert estimates to original list format.
benchmark
Benchmark parallel templates
compile
Compile a C++ template to DLL suitable for MakeADFun.
config
Get or set internal configuration variables
confint.tmbprofile
Profile based confidence intervals.
dynlib
Add dynlib extension
gdbsource
Source R-script through gdb to get backtrace.
MakeADFun
Construct objective functions with derivatives based on a...
newton
Generalized newton optimizer.
newtonOption
Set newton options for a model object.
oneStepPredict
Calculate one-step-ahead (OSA) residuals for a latent...
openmp
Control number of openmp threads.
plot.tmbprofile
Plot likelihood profile.
precompile
Precompile the TMB library in order to speed up compilation...
print.sdreport
Print brief model summary
Rinterface
Create minimal R-code corresponding to a cpp template.
runExample
Run one of the test examples.
run_mcmc
MCMC sampling of TMB models
run_mcmc.hmc
[BETA VERSION] Draw MCMC samples from a model posterior using...
run_mcmc.nuts
[BETA VERSION] Draw MCMC samples from a model posterior using...
run_mcmc.rwm
[BETA VERSION] Draw MCMC samples from a model posterior using...
runSymbolicAnalysis
Run symbolic analysis on sparse Hessian
sdreport
General sdreport function.
summary.sdreport
summary tables of model parameters
template
Create cpp template to get started.
tmbprofile
Adaptive likelihood profiling.

Files in this package

TMB
TMB/inst
TMB/inst/examples
TMB/inst/examples/randomregression.cpp
TMB/inst/examples/linreg_parallel.cpp
TMB/inst/examples/simple.R
TMB/inst/examples/mcmc_examples.R
TMB/inst/examples/randomregression.R
TMB/inst/examples/linreg_parallel.R
TMB/inst/examples/simple.cpp
TMB/inst/examples/ar1xar1.R
TMB/inst/examples/ar1xar1.cpp
TMB/inst/CITATION
TMB/inst/template.cpp
TMB/inst/COPYRIGHTS
TMB/inst/include
TMB/inst/include/Vectorize.hpp
TMB/inst/include/tiny_ad
TMB/inst/include/tiny_ad/gamma
TMB/inst/include/tiny_ad/gamma/stirlerr.cpp
TMB/inst/include/tiny_ad/gamma/gammalims.cpp.not_used
TMB/inst/include/tiny_ad/gamma/gamma.cpp
TMB/inst/include/tiny_ad/gamma/gamma_cody.cpp
TMB/inst/include/tiny_ad/gamma/lgammacor.cpp
TMB/inst/include/tiny_ad/gamma/undefs.h
TMB/inst/include/tiny_ad/gamma/lgamma.cpp
TMB/inst/include/tiny_ad/gamma/gamma.hpp
TMB/inst/include/tiny_ad/gamma/chebyshev.cpp
TMB/inst/include/tiny_ad/mask.hpp
TMB/inst/include/tiny_ad/tiny_ad
TMB/inst/include/tiny_ad/tiny_ad/tiny_ad.hpp
TMB/inst/include/tiny_ad/tiny_ad/tiny_vec.hpp
TMB/inst/include/tiny_ad/tiny_ad/tiny_valarray.hpp
TMB/inst/include/tiny_ad/atomic.hpp
TMB/inst/include/tiny_ad/robust
TMB/inst/include/tiny_ad/robust/distributions.hpp
TMB/inst/include/tiny_ad/beta
TMB/inst/include/tiny_ad/beta/toms708.cpp
TMB/inst/include/tiny_ad/beta/dpq.h
TMB/inst/include/tiny_ad/beta/pbeta.cpp
TMB/inst/include/tiny_ad/beta/nmath.h
TMB/inst/include/tiny_ad/beta/pbeta.hpp
TMB/inst/include/tiny_ad/beta/i1mach.cpp
TMB/inst/include/tiny_ad/beta/d1mach.cpp
TMB/inst/include/tiny_ad/beta/undefs.h
TMB/inst/include/tiny_ad/bessel
TMB/inst/include/tiny_ad/bessel/bessel_i.cpp
TMB/inst/include/tiny_ad/bessel/bessel.h
TMB/inst/include/tiny_ad/bessel/bessel_j.cpp
TMB/inst/include/tiny_ad/bessel/undefs.h
TMB/inst/include/tiny_ad/bessel/bessel_y.cpp
TMB/inst/include/tiny_ad/bessel/bessel.hpp
TMB/inst/include/tiny_ad/bessel/bessel_k.cpp
TMB/inst/include/tiny_ad/tweedie
TMB/inst/include/tiny_ad/tweedie/tweedie.hpp
TMB/inst/include/tiny_ad/tweedie/tweedie.cpp
TMB/inst/include/tiny_ad/integrate
TMB/inst/include/tiny_ad/integrate/integrate.hpp
TMB/inst/include/tiny_ad/integrate/integrate.cpp
TMB/inst/include/Rstream.hpp
TMB/inst/include/convert.hpp
TMB/inst/include/atomic_macro.hpp
TMB/inst/include/distributions_R.hpp
TMB/inst/include/config.hpp
TMB/inst/include/atomic_math.hpp
TMB/inst/include/TMB.hpp
TMB/inst/include/atomic_convolve.hpp
TMB/inst/include/precompile.hpp
TMB/inst/include/lgamma.hpp
TMB/inst/include/tmbutils
TMB/inst/include/tmbutils/romberg.hpp
TMB/inst/include/tmbutils/matexp.hpp
TMB/inst/include/tmbutils/autodiff.hpp
TMB/inst/include/tmbutils/spmat.hpp
TMB/inst/include/tmbutils/density.hpp
TMB/inst/include/tmbutils/array.hpp
TMB/inst/include/tmbutils/order.hpp
TMB/inst/include/tmbutils/R_inla.hpp
TMB/inst/include/tmbutils/tmbutils.hpp
TMB/inst/include/tmbutils/vector.hpp
TMB/inst/include/tmbutils/tmbutils_extra.hpp
TMB/inst/include/tmbutils/splines.hpp
TMB/inst/include/tmbutils/kronecker.hpp
TMB/inst/include/expm.hpp
TMB/inst/include/start_parallel.hpp
TMB/inst/include/tmb_core.hpp
TMB/inst/include/cppad
TMB/inst/include/cppad/check_numeric_type.hpp
TMB/inst/include/cppad/CheckSimpleVector.h
TMB/inst/include/cppad/COPYING
TMB/inst/include/cppad/CheckNumericType.h
TMB/inst/include/cppad/CppAD.h
TMB/inst/include/cppad/TrackNewDel.h
TMB/inst/include/cppad/pow_int.hpp
TMB/inst/include/cppad/PowInt.h
TMB/inst/include/cppad/LuFactor.h
TMB/inst/include/cppad/RombergOne.h
TMB/inst/include/cppad/speed
TMB/inst/include/cppad/speed/det_grad_33.hpp
TMB/inst/include/cppad/speed/det_by_minor.hpp
TMB/inst/include/cppad/speed/det_33.hpp
TMB/inst/include/cppad/speed/sparse_hes_fun.hpp
TMB/inst/include/cppad/speed/mat_sum_sq.hpp
TMB/inst/include/cppad/speed/uniform_01.hpp
TMB/inst/include/cppad/speed/ode_evaluate.hpp
TMB/inst/include/cppad/speed/det_of_minor.hpp
TMB/inst/include/cppad/speed/sparse_jac_fun.hpp
TMB/inst/include/cppad/speed/det_by_lu.hpp
TMB/inst/include/cppad/CppAD_vector.h
TMB/inst/include/cppad/lu_factor.hpp
TMB/inst/include/cppad/near_equal.hpp
TMB/inst/include/cppad/SpeedTest.h
TMB/inst/include/cppad/CMakeLists.txt
TMB/inst/include/cppad/OdeGearControl.h
TMB/inst/include/cppad/local
TMB/inst/include/cppad/local/cppad_assert.hpp
TMB/inst/include/cppad/local/discrete_op.hpp
TMB/inst/include/cppad/local/ad.hpp
TMB/inst/include/cppad/local/asin_op.hpp
TMB/inst/include/cppad/local/load_op.hpp
TMB/inst/include/cppad/local/forward.hpp
TMB/inst/include/cppad/local/prototype_op.hpp
TMB/inst/include/cppad/local/atan2.hpp
TMB/inst/include/cppad/local/cond_op.hpp
TMB/inst/include/cppad/local/limits.hpp
TMB/inst/include/cppad/local/atan_op.hpp
TMB/inst/include/cppad/local/optimize.hpp
TMB/inst/include/cppad/local/cond_exp.hpp
TMB/inst/include/cppad/local/kasper.hpp
TMB/inst/include/cppad/local/tan_op.hpp
TMB/inst/include/cppad/local/cos_op.hpp
TMB/inst/include/cppad/local/mul_eq.hpp
TMB/inst/include/cppad/local/erf_op.hpp
TMB/inst/include/cppad/local/rev_hes_sweep.hpp
TMB/inst/include/cppad/local/add.hpp
TMB/inst/include/cppad/local/config.h.in
TMB/inst/include/cppad/local/test_vector.hpp
TMB/inst/include/cppad/local/sparse_hessian.hpp
TMB/inst/include/cppad/local/define.hpp
TMB/inst/include/cppad/local/ad_io.hpp
TMB/inst/include/cppad/local/epsilon.hpp
TMB/inst/include/cppad/local/convert.hpp
TMB/inst/include/cppad/local/bool_fun.hpp
TMB/inst/include/cppad/local/op_code.hpp
TMB/inst/include/cppad/local/tape_link.hpp
TMB/inst/include/cppad/local/sign.hpp
TMB/inst/include/cppad/local/base_cond_exp.hpp
TMB/inst/include/cppad/local/base_float.hpp
TMB/inst/include/cppad/local/unary_plus.hpp
TMB/inst/include/cppad/local/ad_fun.hpp
TMB/inst/include/cppad/local/independent.hpp
TMB/inst/include/cppad/local/var2par.hpp
TMB/inst/include/cppad/local/for_jac_sweep.hpp
TMB/inst/include/cppad/local/dependent.hpp
TMB/inst/include/cppad/local/jacobian.hpp
TMB/inst/include/cppad/local/sign_op.hpp
TMB/inst/include/cppad/local/mul.hpp
TMB/inst/include/cppad/local/pow.hpp
TMB/inst/include/cppad/local/forward1sweep.hpp
TMB/inst/include/cppad/local/base_std_math.hpp
TMB/inst/include/cppad/local/sub_op.hpp
TMB/inst/include/cppad/local/fun_check.hpp
TMB/inst/include/cppad/local/reverse_sweep.hpp
TMB/inst/include/cppad/local/compare.hpp
TMB/inst/include/cppad/local/color_general.hpp
TMB/inst/include/cppad/local/for_one.hpp
TMB/inst/include/cppad/local/equal_op_seq.hpp
TMB/inst/include/cppad/local/near_equal_ext.hpp
TMB/inst/include/cppad/local/pow_op.hpp
TMB/inst/include/cppad/local/testvector.hpp
TMB/inst/include/cppad/local/log_op.hpp
TMB/inst/include/cppad/local/acos_op.hpp
TMB/inst/include/cppad/local/user_ad.hpp
TMB/inst/include/cppad/local/sparse_pack.hpp
TMB/inst/include/cppad/local/sparse_binary_op.hpp
TMB/inst/include/cppad/local/ad_valued.hpp
TMB/inst/include/cppad/local/print_op.hpp
TMB/inst/include/cppad/local/div.hpp
TMB/inst/include/cppad/local/op.hpp
TMB/inst/include/cppad/local/abs.hpp
TMB/inst/include/cppad/local/bender_quad.hpp
TMB/inst/include/cppad/local/color_symmetric.hpp
TMB/inst/include/cppad/local/arithmetic.hpp
TMB/inst/include/cppad/local/hessian.hpp
TMB/inst/include/cppad/local/sqrt_op.hpp
TMB/inst/include/cppad/local/print_for.hpp
TMB/inst/include/cppad/local/num_skip.hpp
TMB/inst/include/cppad/local/rev_sparse_hes.hpp
TMB/inst/include/cppad/local/declare_ad.hpp
TMB/inst/include/cppad/local/omp_max_thread.hpp
TMB/inst/include/cppad/local/par_var.hpp
TMB/inst/include/cppad/local/for_sparse_jac.hpp
TMB/inst/include/cppad/local/recorder.hpp
TMB/inst/include/cppad/local/discrete.hpp
TMB/inst/include/cppad/local/ad_assign.hpp
TMB/inst/include/cppad/local/base_double.hpp
TMB/inst/include/cppad/local/opt_val_hes.hpp
TMB/inst/include/cppad/local/old_atomic.hpp
TMB/inst/include/cppad/local/fun_eval.hpp
TMB/inst/include/cppad/local/sparse.hpp
TMB/inst/include/cppad/local/for_two.hpp
TMB/inst/include/cppad/local/forward2sweep.hpp
TMB/inst/include/cppad/local/ad_ctor.hpp
TMB/inst/include/cppad/local/capacity_order.hpp
TMB/inst/include/cppad/local/drivers.hpp
TMB/inst/include/cppad/local/vec_ad.hpp
TMB/inst/include/cppad/local/undef.hpp
TMB/inst/include/cppad/local/ordered.hpp
TMB/inst/include/cppad/local/ad_binary.hpp
TMB/inst/include/cppad/local/parameter_op.hpp
TMB/inst/include/cppad/local/ad_tape.hpp
TMB/inst/include/cppad/local/sinh_op.hpp
TMB/inst/include/cppad/local/add_eq.hpp
TMB/inst/include/cppad/local/base_complex.hpp
TMB/inst/include/cppad/local/rev_two.hpp
TMB/inst/include/cppad/local/div_op.hpp
TMB/inst/include/cppad/local/cppad_colpack.hpp
TMB/inst/include/cppad/local/csum_op.hpp
TMB/inst/include/cppad/local/sin_op.hpp
TMB/inst/include/cppad/local/tanh_op.hpp
TMB/inst/include/cppad/local/sparse_list.hpp
TMB/inst/include/cppad/local/sub_eq.hpp
TMB/inst/include/cppad/local/rev_sparse_jac.hpp
TMB/inst/include/cppad/local/forward0sweep.hpp
TMB/inst/include/cppad/local/player.hpp
TMB/inst/include/cppad/local/sparse_unary_op.hpp
TMB/inst/include/cppad/local/abort_recording.hpp
TMB/inst/include/cppad/local/cosh_op.hpp
TMB/inst/include/cppad/local/rev_jac_sweep.hpp
TMB/inst/include/cppad/local/sparse_pattern.hpp
TMB/inst/include/cppad/local/sub.hpp
TMB/inst/include/cppad/local/cskip_op.hpp
TMB/inst/include/cppad/local/bool_valued.hpp
TMB/inst/include/cppad/local/identical.hpp
TMB/inst/include/cppad/local/std_set.hpp
TMB/inst/include/cppad/local/rev_one.hpp
TMB/inst/include/cppad/local/div_eq.hpp
TMB/inst/include/cppad/local/parallel_ad.hpp
TMB/inst/include/cppad/local/hash_code.hpp
TMB/inst/include/cppad/local/comp_op.hpp
TMB/inst/include/cppad/local/cppad_colpack.cpp
TMB/inst/include/cppad/local/atomic_base.hpp
TMB/inst/include/cppad/local/value.hpp
TMB/inst/include/cppad/local/sparse_jacobian.hpp
TMB/inst/include/cppad/local/math_other.hpp
TMB/inst/include/cppad/local/pod_vector.hpp
TMB/inst/include/cppad/local/abs_op.hpp
TMB/inst/include/cppad/local/reverse.hpp
TMB/inst/include/cppad/local/exp_op.hpp
TMB/inst/include/cppad/local/sparse_set.hpp
TMB/inst/include/cppad/local/unary_minus.hpp
TMB/inst/include/cppad/local/compute_assign.hpp
TMB/inst/include/cppad/local/mul_op.hpp
TMB/inst/include/cppad/local/lu_ratio.hpp
TMB/inst/include/cppad/local/checkpoint.hpp
TMB/inst/include/cppad/local/add_op.hpp
TMB/inst/include/cppad/local/erf.hpp
TMB/inst/include/cppad/local/integer.hpp
TMB/inst/include/cppad/local/fun_construct.hpp
TMB/inst/include/cppad/local/std_math_ad.hpp
TMB/inst/include/cppad/local/store_op.hpp
TMB/inst/include/cppad/Runge45.h
TMB/inst/include/cppad/lu_solve.hpp
TMB/inst/include/cppad/ErrorHandler.h
TMB/inst/include/cppad/elapsed_seconds.hpp
TMB/inst/include/cppad/configure.hpp
TMB/inst/include/cppad/index_sort.hpp
TMB/inst/include/cppad/OdeGear.h
TMB/inst/include/cppad/nan.hpp
TMB/inst/include/cppad/memory_leak.hpp
TMB/inst/include/cppad/Rosen34.h
TMB/inst/include/cppad/error_handler.hpp
TMB/inst/include/cppad/runge_45.hpp
TMB/inst/include/cppad/ode_err_control.hpp
TMB/inst/include/cppad/ode_gear_control.hpp
TMB/inst/include/cppad/romberg_one.hpp
TMB/inst/include/cppad/ipopt
TMB/inst/include/cppad/ipopt/solve.hpp
TMB/inst/include/cppad/ipopt/solve_result.hpp
TMB/inst/include/cppad/ipopt/solve_callback.hpp
TMB/inst/include/cppad/configure.hpp.in
TMB/inst/include/cppad/OdeErrControl.h
TMB/inst/include/cppad/RombergMul.h
TMB/inst/include/cppad/omp_alloc.hpp
TMB/inst/include/cppad/rosen_34.hpp
TMB/inst/include/cppad/example
TMB/inst/include/cppad/example/eigen_plugin.hpp
TMB/inst/include/cppad/example/cppad_eigen.hpp
TMB/inst/include/cppad/example/base_adolc.hpp
TMB/inst/include/cppad/example/matrix_mul.hpp
TMB/inst/include/cppad/check_simple_vector.hpp
TMB/inst/include/cppad/lu_invert.hpp
TMB/inst/include/cppad/vector.hpp
TMB/inst/include/cppad/LuSolve.h
TMB/inst/include/cppad/track_new_del.hpp
TMB/inst/include/cppad/time_test.hpp
TMB/inst/include/cppad/NearEqual.h
TMB/inst/include/cppad/ode_gear.hpp
TMB/inst/include/cppad/LuInvert.h
TMB/inst/include/cppad/cppad.hpp
TMB/inst/include/cppad/base_require.hpp
TMB/inst/include/cppad/thread_alloc.hpp
TMB/inst/include/cppad/poly.hpp
TMB/inst/include/cppad/Poly.h
TMB/inst/include/cppad/speed_test.hpp
TMB/inst/include/cppad/romberg_mul.hpp
TMB/inst/include/checkpoint_macro.hpp
TMB/inst/include/dnorm.hpp
TMB/inst/include/convenience.hpp
TMB/src
TMB/src/local_stubs.c
TMB/src/Makevars
TMB/src/utils.c
TMB/src/external_metis.c
TMB/src/solve_subset.c
TMB/src/init.c
TMB/NAMESPACE
TMB/NEWS
TMB/R
TMB/R/TMB.R
TMB/R/validation.R
TMB/R/benchmark.R
TMB/R/sdreport.R
TMB/R/tmbprofile.R
TMB/R/config.R
TMB/R/header_tool.R
TMB/R/examples.R
TMB/R/mcmc.R
TMB/R/zzz.R
TMB/R/gdbsource.R
TMB/MD5
TMB/DESCRIPTION
TMB/man
TMB/man/newton.Rd
TMB/man/summary.sdreport.Rd
TMB/man/Rinterface.Rd
TMB/man/oneStepPredict.Rd
TMB/man/benchmark.Rd
TMB/man/runSymbolicAnalysis.Rd
TMB/man/confint.tmbprofile.Rd
TMB/man/sdreport.Rd
TMB/man/tmbprofile.Rd
TMB/man/print.sdreport.Rd
TMB/man/newtonOption.Rd
TMB/man/dynlib.Rd
TMB/man/run_mcmc.rwm.Rd
TMB/man/precompile.Rd
TMB/man/compile.Rd
TMB/man/as.list.sdreport.Rd
TMB/man/gdbsource.Rd
TMB/man/plot.tmbprofile.Rd
TMB/man/openmp.Rd
TMB/man/run_mcmc.hmc.Rd
TMB/man/config.Rd
TMB/man/template.Rd
TMB/man/MakeADFun.Rd
TMB/man/runExample.Rd
TMB/man/run_mcmc.Rd
TMB/man/run_mcmc.nuts.Rd