TMB v1.7.15

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Template Model Builder: A General Random Effect Tool Inspired by 'ADMB'

With this tool, a user should be able to quickly implement complex random effect models through simple C++ templates. The package combines 'CppAD' (C++ automatic differentiation), 'Eigen' (templated matrix-vector library) and 'CHOLMOD' (sparse matrix routines available from R) to obtain an efficient implementation of the applied Laplace approximation with exact derivatives. Key features are: Automatic sparseness detection, parallelism through 'BLAS' and parallel user templates.

Functions in TMB

Name Description
newton Generalized newton optimizer.
newtonOption Set newton options for a model object.
precompile Precompile the TMB library in order to speed up compilation of templates.
print.checkConsistency Print output from checkConsistency
sdreport General sdreport function.
runSymbolicAnalysis Run symbolic analysis on sparse Hessian
checkConsistency Check consistency and Laplace accuracy
tmbroot Compute likelihood profile confidence intervals of a TMB object by root-finding
oneStepPredict Calculate one-step-ahead (OSA) residuals for a latent variable model.
normalize Normalize process likelihood using the Laplace approximation.
compile Compile a C++ template to DLL suitable for MakeADFun.
gdbsource Source R-script through gdb to get backtrace.
template Create cpp template to get started.
tmbprofile Adaptive likelihood profiling.
print.sdreport Print brief model summary
runExample Run one of the test examples.
summary.checkConsistency Summarize output from checkConsistency
summary.sdreport summary tables of model parameters
MakeADFun Construct objective functions with derivatives based on a compiled C++ template.
Rinterface Create minimal R-code corresponding to a cpp template.
config Get or set internal configuration variables
confint.tmbprofile Profile based confidence intervals.
dynlib Add dynlib extension
as.list.sdreport Convert estimates to original list format.
benchmark Benchmark parallel templates
openmp Control number of openmp threads.
plot.tmbprofile Plot likelihood profile.
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Details

Type Package
Date 2018-11-08
Copyright See the file COPYRIGHTS
License GPL-2
URL http://tmb-project.org
BugReports https://github.com/kaskr/adcomp/issues
LinkingTo Matrix, RcppEigen
RoxygenNote 6.0.1
NeedsCompilation yes
Packaged 2018-11-08 21:40:08 UTC; kaskr
Repository CRAN
Date/Publication 2018-11-09 16:40:14 UTC

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