A system for writing hierarchical statistical models largely compatible with 'BUGS' and 'JAGS', writing nimbleFunctions to operate models and do basic Rstyle math, and compiling both models and nimbleFunctions via customgenerated 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 modelgeneric algorithms as well. A full User Manual is available at <https://rnimble.org>.
Package details 


Author  Perry de Valpine [aut], Christopher Paciorek [aut, cre], Daniel Turek [aut], Nick Michaud [aut], Cliff AndersonBergman [aut], Fritz Obermeyer [aut], Claudia Wehrhahn Cortes [aut] (Bayesian nonparametrics system), Abel RodrÃguez [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), Wei Zhang [aut] (Laplace approximation), Jagadish Babu [ctb] (code for the compilation system for an early version of NIMBLE), Lauren Ponisio [ctb] (contributions to the crossvalidation code), Peter Sujan [ctb] (multivariate t distribution code) 
Maintainer  Christopher Paciorek <paciorek@stat.berkeley.edu> 
License  BSD_3_clause + file LICENSE  GPL (>= 2) 
Version  1.0.1 
URL  https://rnimble.org https://github.com/nimbledev/nimble 
Package repository  View on CRAN 
Installation 
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