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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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Version

Install

install.packages('nimble')

Monthly Downloads

15,176

Version

0.13.2

License

BSD_3_clause + file LICENSE | GPL (>= 2)

Issues

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Maintainer

Christopher Paciorek

Last Published

May 14th, 2023

Functions in nimble (0.13.2)

CAR-Normal

The CAR-Normal Distribution
Categorical

The Categorical Distribution
BUGSdeclClass-class

BUGSdeclClass contains the information extracted from one BUGS declaration
CmodelBaseClass-class

Class CmodelBaseClass
CnimbleFunctionBase-class

Class CnimbleFunctionBase
CAR-Proper

The CAR-Proper Distribution
CAR_calcNumIslands

Calculate number of islands based on a CAR adjacency matrix.
Multinomial

The Multinomial Distribution
Inverse-Gamma

The Inverse Gamma Distribution
Inverse-Wishart

The Inverse Wishart Distribution
Double-Exponential

The Double Exponential (Laplace) Distribution
Exponential

The Exponential Distribution
MCMCconf-class

Class MCMCconf
Interval

Interval calculations
Dirichlet

The Dirichlet Distribution
LKJ

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

Placeholder for MCMCsuite
StickBreakingFunction

The Stick Breaking Function
MultivariateNormal

The Multivariate Normal Distribution
Rmatrix2mvOneVar

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

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

The Multivariate t Distribution
as.carCM

Convert weights vector to parameters of dcar_proper distributio
asRow

Turn a numeric vector into a single-row or single-column matrix
buildIteratedFilter2

Placeholder for buildIteratedFilter2
buildLiuWestFilter

Placeholder for buildLiuWestFilter
buildMCEM

Builds an MCEM algorithm from a given NIMBLE model
buildMCMC

Create an MCMC function from a NIMBLE model, or an MCMC configuration object
as.carAdjacency

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

Placeholder for buildEnsembleKF
checkInterrupt

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

The Wishart Distribution
codeBlockClass-class

Class codeBlockClass
buildBootstrapFilter

Placeholder for buildBootstrapFilter
decide

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

Placeholder for buildAuxiliaryFilter
autoBlock

Automated parameter blocking procedure for efficient MCMC sampling
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.
configureRJ

Configure Reversible Jump for Variable Selection
compareMCMCs

Placeholder for compareMCMCs
configureMCMC

Build the MCMCconf object for construction of an MCMC object
compileNimble

compile NIMBLE models and nimbleFunctions
carMaxBound

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

Calculating WAIC using an offline algorithm
carBounds

Calculate bounds for the autocorrelation parameter of the dcar_proper distribution
RmodelBaseClass-class

Class RmodelBaseClass
extractControlElement

Extract named elements from MCMC sampler control list
flat

The Improper Uniform Distribution
eigenNimbleList

eigenNimbleList definition
distributionInfo

Get information about a distribution
getNimbleOption

Get NIMBLE Option
getBound

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

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

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

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

Returns number of rows of modelValues
getConditionallyIndependentSets

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

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

Get posterior samples for a Dirichlet process measure
makeBoundInfo

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

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

Get nimbleFunction definition
is.nf

check if a nimbleFunction
deregisterDistributions

Remove user-supplied distributions from use in NIMBLE BUGS models
is.nl

check if a nimbleList
identityMatrix

Create an Identity matrix (Deprecated)
nfVar

Access or set a member variable of a nimbleFunction
initializeModel

Performs initialization of nimble model node values and log probabilities
modelValuesBaseClass-class

Class modelValuesBaseClass
modelValuesConf

Create the confs for a custom NIMBLE modelValues object
modelBaseClass-class

Class modelBaseClass
modelDefClass-class

Class for NIMBLE model definition
nimStop

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

Creates a deafult control argument for nimOptim.
nimOptim

nimPrint

print function for use in nimbleFunctions
nfMethod

access (call) a member function of a nimbleFunction
nimCopy

Copying function for NIMBLE
nimDerivs

Nimble Derivatives
model_macro_builder

EXPERIMENTAL: Turn a function into a model macro builder A model macro expands one line of code in a nimbleModel into one or more new lines. This supports compact programming by defining re-usable modules. model_macro_builder takes as input a function that constructs new lines of model code from the original line of code. It returns a function suitable for internal use by nimbleModel that arranges arguments for input function. Macros are an experimental feature and are available only after setting nimbleOptions(enableModelMacros = TRUE).
modelInitialization

Information on initial values in a NIMBLE model
modelValues

Create a NIMBLE modelValues Object
nimbleFunctionBase-class

Class nimbleFunctionBase
nimDim

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

Spectral Decomposition of a Matrix
nimble-internal

Functions and Classes Internal to NIMBLE
nimble-math

Mathematical functions for BUGS and nimbleFunction programming
nimSvd

Singular Value Decomposition of a Matrix
nimble-R-functions

NIMBLE language functions for R-like vector construction
nimbleType-class

create a nimbleType object
nodeFunctions

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

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

nimble
nimbleOptions

NIMBLE Options Settings
nimbleRcall

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

EXPERIMENTAL Data type for the control parameter of nimOptim
optimDefaultControl

nimbleFunctionList-class

Create a list of nimbleFunctions
nimbleFunctionVirtual

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

create a nimbleList
nimbleMCMC

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

Create a NIMBLE model from BUGS code
run.time

Time execution of NIMBLE code
runCrossValidate

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

EXPERIMENTAL Data type for the return value of nimOptim
printErrors

Print error messages after failed compilation
nimMatrix

Creates matrix or array objects for use in nimbleFunctions
nimCat

cat function for use in nimbleFunctions
rankSample

Generates a weighted sample (with replacement) of ranks
simNodes

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

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

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

Resizes a modelValues object
nimbleFunction

create a nimbleFunction
registerDistributions

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

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

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

Using WAIC
setupOutputs

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

set the size of a numeric variable in NIMBLE
t

The t Distribution
waicDetailsList

waicDetailsList definition
testBUGSmodel

Tests BUGS examples in the NIMBLE system
waicList

waicList definition
withNimbleOptions

Temporarily set some NIMBLE options.
runMCMC

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

MCMC Sampling Algorithms
singleVarAccessClass-class

Class singleVarAccessClass
svdNimbleList

svdNimbleList definition
values

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

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

The Chinese Restaurant Process Distribution
ADNimbleList

EXPERIMENTAL Data type for the return value of nimDerivs
Constraint

Constraint calculations in NIMBLE