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RTMB (version 1.7)

'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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Version

Install

install.packages('RTMB')

Monthly Downloads

982

Version

1.7

License

GPL (>= 2)

Issues

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Maintainer

Kasper Kristensen

Last Published

January 10th, 2025

Functions in RTMB (1.7)

MVgauss

Multivariate Gaussian densities
OSA-residuals

Recursive quantile residuals
Interpolation

Interpolation
expAv

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

Distributional assignment operator
Simulation

Simulation
RTMB-package

RTMB: R bindings for 'TMB'
Tape

The AD tape
TMB-interface

Interface to TMB
ADmatrix

AD matrix methods (sparse and dense)
ADsparse

AD sparse matrix class
ADjoint

AD adjoint code from R
ADvector

The AD vector and its methods
ADapply

AD apply functions
AD

Convert R object to AD
ADconstruct

AD aware numeric constructors
Distributions

Distributions and special functions for which AD is implemented
ADoverload

Enable extra RTMB convenience methods
ADcomplex

AD complex numbers