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RTMB (version 1.6)

'R' Bindings for 'TMB'

Description

Native 'R' interface to 'TMB' (Template Model Builder) so models can be written entirely in 'R' rather than 'C++'. Automatic differentiation, to any order, is available for a rich subset of 'R' features, including linear algebra for dense and sparse matrices, complex arithmetic, Fast Fourier Transform, probability distributions and special functions. 'RTMB' provides easy access to model fitting and validation following the principles of Kristensen, K., Nielsen, A., Berg, C. W., Skaug, H., & Bell, B. M. (2016) and Thygesen, U.H., Albertsen, C.M., Berg, C.W. et al. (2017) .

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Install

install.packages('RTMB')

Monthly Downloads

982

Version

1.6

License

GPL (>= 2)

Issues

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Maintainer

Kasper Kristensen

Last Published

September 11th, 2024

Functions in RTMB (1.6)

OSA-residuals

Recursive quantile residuals
Tape

The AD tape
expAv

Matrix exponential of sparse matrix multiplied by a vector.
%~%

Distributional assignment operator
Distributions

Distributions and special functions for which AD is implemented
AD

Convert R object to AD
ADjoint

AD adjoint code from R
ADmatrix

AD matrix methods (sparse and dense)
Interpolation

Interpolation
ADcomplex

AD complex numbers
ADapply

AD apply functions
ADconstruct

AD aware numeric constructors
ADoverload

Enable extra RTMB convenience methods
ADvector

The AD vector and its methods
RTMB-package

RTMB: R bindings for 'TMB'
Simulation

Simulation
MVgauss

Multivariate Gaussian densities
TMB-interface

Interface to TMB