<p><div><div><div><div data-width="100" data-show-faces="false" data-send="true" data-layout="button_count" data-height="21" data-href="https://www.r-bloggers.com/nimble-package-for-hierarchical-modeling-mcmc-and-more-faster-and-more-flexible-in-version-0-6-1/"></div></div><div><a data-url="https://www.r-bloggers.com/nimble-package-for-hierarchical-modeling-mcmc-and-more-faster-and-more-flexible-in-version-0-6-1/" data-counturl="https://www.r-bloggers.com/nimble-package-for-hierarchical-modeling-mcmc-and-more-faster-and-more-flexible-in-version-0-6-1/" data-count="horizontal" data-text="NIMBLE package for hierarchical modeling (MCMC and more) faster and more flexible in version 0.6-1" class="twitter-share-button" data-via="rbloggers" href="https://twitter.com/share"></a></div><div></div></div><div></div></div>
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(This article was first published on <strong><a href="http://r-nimble.org/nimble-package-for-hierarchical-modeling-mcmc-and-more-faster-and-more-flexible-in-version-0-6-1"> R – NIMBLE</a></strong>, and kindly contributed to <a rel="nofollow" href="https://www.r-bloggers.com/">R-bloggers)</a> </div>
<p><span>NIMBLE version 0.6-1 has been released on CRAN and at  <a target="_blank" rel="nofollow" href="http://r-nimble.org/"><span>r-nimble.org</span></a>.  </span></p>
<p><span>NIMBLE is a system that allows you to:</span></p>
<ul>
<li>Write general hierarchical statistical models in BUGS code and create a corresponding model object to use in R.</li>
<li>Build Markov chain Monte Carlo (MCMC), particle filters, Monte Carlo Expectation Maximization (MCEM), or write generic algorithms that can be applied to any model.</li>
<li>Compile models and algorithms via problem-specific generated C++ that NIMBLE interfaces to R for you.</li>
</ul>
<p>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:</p>
<ul>
<li><span>Extend BUGS with functions and distributions you write in R as nimbleFunctions, which will be automatically turned into C++ and compiled into your model.</span></li>
<li><span>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.</span></li>
<li><span>Write your own MCMC samplers as nimbleFunctions and use them in combination with NIMBLE’s samplers.</span></li>
<li><span>Write functions that use MCMC as one step of a larger algorithm.</span></li>
<li><span>Use standard particle filter methods or write your own.</span></li>
<li><span>Combine particle filters with MCMC as Particle MCMC methods.</span></li>
<li><span>Write other kinds of model-generic algorithms as nimbleFunctions.</span></li>
<li><span>Compile a subset of R’s math syntax to C++ automatically, without writing any C++ yourself.</span></li>
</ul>
<p>Some early versions of NIMBLE were not on CRAN because NIMBLE’s system for on-the-fly compilation via generating and compiling C++ from R required some extra work for CRAN packaging, but now it’s there.  Compared to earlier versions, the new version 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 if you run into questions.</p>
<p><div><div><div><div data-width="55" data-show-faces="false" data-send="true" data-layout="box_count" data-height="62" data-href="https://www.r-bloggers.com/nimble-package-for-hierarchical-modeling-mcmc-and-more-faster-and-more-flexible-in-version-0-6-1/"></div></div><div><a data-url="https://www.r-bloggers.com/nimble-package-for-hierarchical-modeling-mcmc-and-more-faster-and-more-flexible-in-version-0-6-1/" data-counturl="https://www.r-bloggers.com/nimble-package-for-hierarchical-modeling-mcmc-and-more-faster-and-more-flexible-in-version-0-6-1/" data-count="vertical" data-text="NIMBLE package for hierarchical modeling (MCMC and more) faster and more flexible in version 0.6-1" class="twitter-share-button" data-via="rbloggers" href="https://twitter.com/share"></a></div><div></div></div><div></div></div>
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