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RTMB (version 1.8)

'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

1,454

Version

1.8

License

GPL (>= 2)

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Maintainer

Kasper Kristensen

Last Published

October 14th, 2025

Functions in RTMB (1.8)

ADcomplex

AD complex numbers
OSA-residuals

Recursive quantile residuals
%~%

Distributional assignment operator
ADoverload

Enable extra RTMB convenience methods
RTMB-package

RTMB: R bindings for TMB
ADsparse

AD sparse matrix class
ADconstruct

AD aware numeric constructors
Simulation

Simulation
Distributions

Distributions and special functions for which AD is implemented
ADvector

The AD vector and its methods
TMB-interface

Interface to TMB
Tape

The AD tape
ADmatrix

AD matrix methods (sparse and dense)
Interpolation

Interpolation
expAv

Matrix exponential of sparse matrix multiplied by a vector.
ADjoint

AD adjoint code from R
MVgauss

Multivariate Gaussian densities
ADapply

AD apply functions
AD

Convert R object to AD