Learn R Programming

UNIX

One can specify the path to where the Eigen header files are located and also whether to link common C++ files into every DSO/DLL we create or whether to treat the files as an extra library with:

R CMD INSTALL --configure-args='--with-eigen=/home/duncan/local --enable-lib' nimble

or, within R

install.packages("nimble", configure.args = c("--with-eigen=/home/duncan/local", "--enable-lib=true"), repos = NULL)

Windows

Typically, you need the R developer tools (i.e., compiler, make, etc.) to use nimble. Accordingly, it is quite straightforward to install the package from source as you will have the necessary tools already installed. These are available from the Rtools page on CRAN.

To install the package from source, from within R,

install.packages("nimble", type = "source", INSTALL_opts = "--merge-multiarch")

or from a local copy of the source package,

install.packages("nimble_0.6-2.tar.gz", repos = NULL, INSTALL_opts = "--merge-multiarch")

Alternatively, use the shell command (in the DOS Command prompt)

R CMD INSTALL --merge-multiarch nimble_0.6-9.tar.gz

Of course, you can also compile directly from a clone of the git repository:

R CMD INSTALL --merge-multiarch nimble

The --merge-multiarch is necessary when using a version of R that supports both 32 and 64 bit. This option to installation will ensure that create both 32 and 64 bit installations.

Creating a Windows Binary

R CMD build nimble
R CMD INSTALL --build --merge-multiarch nimble_0.6-9.tar.gz

We need to create the .tar.gz file first, hence the first command.

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Install

install.packages('nimble')

Monthly Downloads

2,920

Version

1.2.1

License

BSD_3_clause + file LICENSE | GPL (>= 2)

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Last Published

July 30th, 2024

Functions in nimble (1.2.1)

Exponential

The Exponential Distribution
CnimbleFunctionBase-class

Class CnimbleFunctionBase
LKJ

The LKJ Distribution for the Cholesky Factor of a Correlation Matrix
Constraint

Constraint calculations in NIMBLE
MCMCconf-class

Class MCMCconf
Dirichlet

The Dirichlet Distribution
Double-Exponential

The Double Exponential (Laplace) Distribution
Interval

Interval calculations
Inverse-Gamma

The Inverse Gamma Distribution
Inverse-Wishart

The Inverse Wishart Distribution
Wishart

The Wishart Distribution
as.carCM

Convert weights vector to parameters of dcar_proper distributio
Multinomial

The Multinomial Distribution
as.carAdjacency

Convert CAR structural parameters to adjacency, weights, num format
StickBreakingFunction

The Stick Breaking Function
RmodelBaseClass-class

Class RmodelBaseClass
any_na

Determine if any values in a vector are NA or NaN
Multivariate-t

The Multivariate t Distribution
MultivariateNormal

The Multivariate Normal Distribution
Rmatrix2mvOneVar

Set values of one variable of a modelValues object from an R matrix
buildAuxiliaryFilter

Placeholder for buildAuxiliaryFilter
autoBlock

Automated parameter blocking procedure for efficient MCMC sampling
asRow

Turn a numeric vector into a single-row or single-column matrix
buildMCEM

Builds an MCEM algorithm for a given NIMBLE model
buildBootstrapFilter

Placeholder for buildBootstrapFilter
buildAGHQGrid

Build Adaptive Gauss-Hermite Quadrature Grid
buildIteratedFilter2

Placeholder for buildIteratedFilter2
buildMCMC

Create an MCMC object from a NIMBLE model, or an MCMC configuration object
buildLiuWestFilter

Placeholder for buildLiuWestFilter
buildEnsembleKF

Placeholder for buildEnsembleKF
checkInterrupt

Check for interrupt (e.g. Ctrl-C) during nimbleFunction execution. Part of the NIMBLE language.
calculateWAIC

Calculating WAIC using an offline algorithm
codeBlockClass-class

Class codeBlockClass
carMinBound

Calculate the lower bound for the autocorrelation parameter of the dcar_proper distribution
carMaxBound

Calculate the upper bound for the autocorrelation parameter of the dcar_proper distribution
configureMCMC

Build the MCMCconf object for construction of an MCMC object
configureRJ

Configure Reversible Jump for Variable Selection
compileNimble

compile NIMBLE models and nimbleFunctions
clearCompiled

Clear compiled objects from a project and unload shared library
declare

Explicitly declare a variable in run-time code of a nimbleFunction
carBounds

Calculate bounds for the autocorrelation parameter of the dcar_proper distribution
decide

Makes the Metropolis-Hastings acceptance decision, based upon the input (log) Metropolis-Hastings ratio
extractControlElement

Extract named elements from MCMC sampler control list
deregisterDistributions

Remove user-supplied distributions from use in NIMBLE BUGS models
getParam

Get value of a parameter of a stochastic node in a model
decideAndJump

Creates a nimbleFunction for executing the Metropolis-Hastings jumping decision, and updating values in the model, or in a carbon copy modelValues object, accordingly.
getConditionallyIndependentSets

Get a list of conditionally independent sets of nodes in a nimble model
flat

The Improper Uniform Distribution
getsize

Returns number of rows of modelValues
getDefinition

Get nimbleFunction definition
identityMatrix

Create an Identity matrix (Deprecated)
getMacroParameters

EXPERIMENTAL: Get list of parameter names generated by model macros
getBound

Get value of bound of a stochastic node in a model
getSamplesDPmeasure

Get posterior samples for a Dirichlet process measure
getBUGSexampleDir

Get the directory path to one of the classic BUGS examples installed with NIMBLE package
getNimbleOption

Get NIMBLE Option
eigenNimbleList

eigenNimbleList definition
distributionInfo

Get information about a distribution
is.nf

check if a nimbleFunction
initializeModel

Performs initialization of nimble model node values and log probabilities
makeParamInfo

Make an object of information about a model-parameter pairing for getParam. Used internally
is.nl

check if a nimbleList
makeBoundInfo

Make an object of information about a model-bound pairing for getBound. Used internally
modelValues

Create a NIMBLE modelValues Object
modelDefClass-class

Class for NIMBLE model definition
modelValuesBaseClass-class

Class modelValuesBaseClass
modelBaseClass-class

Class modelBaseClass
makeModelDerivsInfo

Information on model structure used for derivatives
modelValuesConf

Create the confs for a custom NIMBLE modelValues object
model_macro_builder

EXPERIMENTAL: Turn a function into a model macro
nimDim

return sizes of an object whether it is a vector, matrix or array
modelInitialization

Information on initial values in a NIMBLE model
nimEigen

Spectral Decomposition of a Matrix
nimDerivs

Nimble Derivatives
nimIntegrate

Integration of One-Dimensional Functions
nimCopy

Copying function for NIMBLE
nimCat

cat function for use in nimbleFunctions
buildLaplace

Laplace approximation and adaptive Gauss-Hermite quadrature
nfMethod

access (call) a member function of a nimbleFunction
nfVar

Access or set a member variable of a nimbleFunction
nimOptim

General-purpose Optimization
nimOptimMethod

Set or get an optimization function to be used by nimOptim
nimble-internal

Functions and Classes Internal to NIMBLE
nimPrint

print function for use in nimbleFunctions
nimble-R-functions

NIMBLE language functions for R-like vector construction
nimStop

Halt execution of a nimbleFunction function method. Part of the NIMBLE language
nimSvd

Singular Value Decomposition of a Matrix
nimbleList

create a nimbleList
nimbleMCMC

Executes one or more chains of NIMBLE's default MCMC algorithm, for a model specified using BUGS code
nimbleCode

Turn BUGS model code into an object for use in nimbleModel or readBUGSmodel
nimbleExternalCall

Create a nimbleFunction that wraps a call to external compiled code
nimOptimDefaultControl

Creates a default control argument for nimOptim.
nimble-math

Mathematical functions for BUGS and nimbleFunction programming
nimble-package

nimble: MCMC, Particle Filtering, and Programmable Hierarchical Modeling
nodeFunctions

calculate, calculateDiff, simulate, or get the current log probabilities (densities) a set of nodes in a NIMBLE model
optimDefaultControl

nimbleRcall

Make an R function callable from compiled nimbleFunctions (including nimbleModels).
optimResultNimbleList

Data type for the return value of nimOptim
nimbleModel

Create a NIMBLE model from BUGS code
nimbleType-class

create a nimbleType object
nimbleFunctionList-class

Create a list of nimbleFunctions
nimbleFunctionVirtual

create a virtual nimbleFunction, a base class for other nimbleFunctions
nimMatrix

Creates matrix or array objects for use in nimbleFunctions
nimNumeric

Creates numeric, integer or logical vectors for use in nimbleFunctions
optimControlNimbleList

Data type for the control parameter of nimOptim
nimbleFunction

create a nimbleFunction
nimbleFunctionBase-class

Class nimbleFunctionBase
nimbleOptions

NIMBLE Options Settings
parameterTransform

Automated transformations of model nodes to unconstrained scales
pow_int

Power function for integer-valued exponent
run.time

Time execution of NIMBLE code
rankSample

Generates a weighted sample (with replacement) of ranks
runMCMC

Run one or more chains of an MCMC algorithm and return samples, summary and/or WAIC
printErrors

Print error messages after failed compilation
readBUGSmodel

Create a NIMBLE BUGS model from a variety of input formats, including BUGS model files
runLaplace

Combine steps of running Laplace or adaptive Gauss-Hermite quadrature approximation
runCrossValidate

Perform k-fold cross-validation on a NIMBLE model fit by MCMC
sampler_BASE

MCMC Sampling Algorithms
resize

Resizes a modelValues object
registerDistributions

Add user-supplied distributions for use in NIMBLE BUGS models
setAndCalculateOne

Creates a nimbleFunction for setting the value of a scalar model node, calculating the associated deterministic dependents and logProb values, and returning the total sum log-probability.
setupOutputs

Explicitly declare objects created in setup code to be preserved and compiled as member data
summaryLaplace

Summarize results from Laplace or adaptive Gauss-Hermite quadrature approximation
simNodesMV

Basic nimbleFunctions for using a NIMBLE model with sets of stored values
svdNimbleList

svdNimbleList definition
simNodes

Basic nimbleFunctions for calculate, simulate, and getLogProb with a set of nodes
setAndCalculate

Creates a nimbleFunction for setting the values of one or more model nodes, calculating the associated deterministic dependents and logProb values, and returning the total sum log-probability.
setSize

set the size of a numeric variable in NIMBLE
singleVarAccessClass-class

Class singleVarAccessClass
setupMargNodes

Organize model nodes for marginalization
valueInCompiledNimbleFunction

get or set value of member data from a compiled nimbleFunction using a multi-interface
t

The t Distribution
testBUGSmodel

Tests BUGS examples in the NIMBLE system
waic

Using WAIC
values

Access or set values for a set of nodes in a model
withNimbleOptions

Temporarily set some NIMBLE options.
waicNimbleList

waicNimbleList definition
waicDetailsNimbleList

waicDetailsNimbleList definition
CAR_calcNumIslands

Calculate number of islands based on a CAR adjacency matrix.
CAR-Normal

The CAR-Normal Distribution
ADbreak

NIMBLE language function to break tracking of derivatives
ADproxyModelClass-class

create an ADproxyModelClass object
CAR-Proper

The CAR-Proper Distribution
BUGSdeclClass-class

BUGSdeclClass contains the information extracted from one BUGS declaration
Categorical

The Categorical Distribution
CmodelBaseClass-class

Class CmodelBaseClass
ADNimbleList

Data type for the return value of nimDerivs
ChineseRestaurantProcess

The Chinese Restaurant Process Distribution