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TMB (version 1.7.5)

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

Description

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.

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Version

Install

install.packages('TMB')

Monthly Downloads

34,997

Version

1.7.5

License

GPL-2

Maintainer

Kasper Kristensen

Last Published

November 21st, 2016

Functions in TMB (1.7.5)

runSymbolicAnalysis

Run symbolic analysis on sparse Hessian
config

Get or set internal configuration variables
plot.tmbprofile

Plot likelihood profile.
precompile

Precompile the TMB library in order to speed up compilation of templates.
gdbsource

Source R-script through gdb to get backtrace.
MakeADFun

Construct objective functions with derivatives based on a compiled C++ template.
run_mcmc.nuts

[BETA VERSION] Draw MCMC samples from a model posterior using the No-U-Turn (NUTS) sampler with dual averaging.
run_mcmc.rwm

[BETA VERSION] Draw MCMC samples from a model posterior using a Random Walk Metropolis (RWM) sampler.
compile

Compile a C++ template to DLL suitable for MakeADFun.
benchmark

Benchmark parallel templates
as.list.sdreport

Convert estimates to original list format.
print.sdreport

Print brief model summary
Rinterface

Create minimal R-code corresponding to a cpp template.
runExample

Run one of the test examples.
confint.tmbprofile

Profile based confidence intervals.
run_mcmc.hmc

[BETA VERSION] Draw MCMC samples from a model posterior using a Hamiltonian sampler.
run_mcmc

MCMC sampling of TMB models
dynlib

Add dynlib extension
summary.sdreport

summary tables of model parameters
template

Create cpp template to get started.
newtonOption

Set newton options for a model object.
openmp

Control number of openmp threads.