[R] [R-pkgs] NIMBLE package for hierarchical modeling now on CRAN
Chris Paciorek
paciorek at stat.berkeley.edu
Mon Dec 5 01:30:31 CET 2016
NIMBLE version 0.6-2 has been released on CRAN and at r-nimble.org.
NIMBLE is a system that allows you to:
- Write general hierarchical statistical models in BUGS code and
create a corresponding model object to use in R.
- Build Markov chain Monte Carlo (MCMC), particle filters, Monte
Carlo Expectation Maximization (MCEM), or write generic algorithms
that can be applied to any model.
- Compile models and algorithms via problem-specific generated C++
that NIMBLE interfaces to R for you.
Most people associate BUGS with MCMC, but NIMBLE is about much more
than that. It implements and extends the BUGS language as a flexible
system for model declaration and lets you do what you want with the
resulting models. Some of the cool things you can do with NIMBLE
include:
- Extend BUGS with functions and distributions you write in R as
nimbleFunctions, which will be automatically turned into C++ and
compiled into your model.
- Program with models written in BUGS code: get and set values of
variables, control model calculations, simulate new values, use
different data sets in the same model, and more.
- Write your own MCMC samplers as nimbleFunctions and use them in
combination with NIMBLE’s samplers.
- Write functions that use MCMC as one step of a larger algorithm.
- Use standard particle filter methods or write your own.
- Combine particle filters with MCMC as Particle MCMC methods.
- Write other kinds of model-generic algorithms as nimbleFunctions.
- Compile a subset of R’s math syntax to C++ automatically, without
writing any C++ yourself.
Compared to earlier versions, the new version of NIMBLE is faster and
more flexible in a lot of ways. Building and compiling models and
algorithms could sometimes get bogged down for large models, so we
streamlined those steps quite a lot. We’ve generally increased the
efficiency of C++ generated by the NIMBLE compiler. We’ve added
functionality to what can be compiled to C++ from nimbleFunctions.
And we’ve added a bunch of better error-trapping and informative
messages, although there is still a good way to go on that. Give us
a holler on the nimble-users list (see r-nimble.org) if you run into
questions.
- Chris Paciorek, for the NIMBLE development team
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