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nimble  

MCMC, Particle Filtering, and Programmable Hierarchical Modeling
View on CRAN: Click here


Download and install nimble package within the R console
Install from CRAN:
install.packages("nimble")

Install from Github:
library("remotes")
install_github("cran/nimble")

Install by package version:
library("remotes")
install_version("nimble", "1.4.0")



Attach the package and use:
library("nimble")
Maintained by
Christopher Paciorek
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-03-29
Latest Update: 2024-12-17
Description:
A system for writing hierarchical statistical models largely compatible with 'BUGS' and 'JAGS', writing nimbleFunctions to operate models and do basic R-style math, and compiling both models and nimbleFunctions via custom-generated C++. 'NIMBLE' includes default methods for MCMC, Laplace Approximation, Monte Carlo Expectation Maximization, and some other tools. The nimbleFunction system makes it easy to do things like implement new MCMC samplers from R, customize the assignment of samplers to different parts of a model from R, and compile the new samplers automatically via C++ alongside the samplers 'NIMBLE' provides. 'NIMBLE' extends the 'BUGS'/'JAGS' language by making it extensible: New distributions and functions can be added, including as calls to external compiled code. Although most people think of MCMC as the main goal of the 'BUGS'/'JAGS' language for writing models, one can use 'NIMBLE' for writing arbitrary other kinds of model-generic algorithms as well. A full User Manual is available at .
How to cite:
Christopher Paciorek (2016). nimble: MCMC, Particle Filtering, and Programmable Hierarchical Modeling. R package version 1.4.0, https://cran.r-project.org/web/packages/nimble. Accessed 04 Jun. 2026.
Previous versions and publish date:
0.5 (2016-03-29 10:50), 0.6-1 (2016-10-11 18:56), 0.6-2 (2016-11-23 17:12), 0.6-3 (2016-12-14 23:15), 0.6-4 (2017-04-25 16:33), 0.6-5 (2017-06-07 00:14), 0.6-6 (2017-07-29 00:57), 0.6-7 (2017-11-15 10:18), 0.6-8 (2017-11-22 11:13), 0.6-9 (2018-02-07 00:06), 0.6-10 (2018-03-25 17:44), 0.6-11 (2018-06-14 09:49), 0.6-12 (2018-07-27 22:50), 0.6.13 (2019-01-26 00:50), 0.6 (2016-09-02 23:22), 0.7.0.1 (2019-03-01 08:07), 0.7.0 (2019-02-01 16:20), 0.7.1 (2019-03-12 10:50), 0.8.0 (2019-06-02 21:00), 0.9.0 (2019-12-18 22:10), 0.9.1 (2020-05-22 11:00), 0.10.0 (2020-10-10 19:40), 0.10.1 (2020-11-23 21:30), 0.11.0 (2021-04-17 19:20), 0.11.1 (2021-05-23 11:50), 0.12.0 (2021-09-28 18:50), 0.12.1 (2021-10-09 23:10), 0.12.2 (2022-02-24 12:00), 0.13.0 (2022-11-15 19:20), 0.13.1 (2022-12-14 18:10), 0.13.2 (2023-05-14 07:00), 1.0.0 (2023-05-23 21:42), 1.0.1 (2023-06-15 21:50), 1.1.0 (2024-01-31 20:10), 1.2.0 (2024-06-09 08:40), 1.2.1 (2024-07-30 09:50), 1.3.0 (2024-12-17 23:10), 1.4.0 (2025-12-13 07:10), 1.4.1 (2026-02-13 08:00)
Other packages that cited nimble R package
View nimble citation profile
Other R packages that nimble depends, imports, suggests or enhances
Complete documentation for nimble
Functions, R codes and Examples using the nimble R package
Some associated functions: ADNimbleList . ADbreak . ADproxyModelClass-class . BUGSdeclClass-class . CAR-Normal . CAR-Proper . CAR_calcNumIslands . Categorical . ChineseRestaurantProcess . CmodelBaseClass-class . CnimbleFunctionBase-class . Constraint . Dirichlet . Double-Exponential . Exponential . Interval . Inverse-Gamma . Inverse-Wishart . LKJ . MCMCconf-class . MCMCsuite . Multinomial . Multivariate-t . MultivariateNormal . Rmatrix2mvOneVar . RmodelBaseClass-class . StickBreakingFunction . Wishart . any_na . as.carAdjacency . as.carCM . asRow . autoBlock . buildAuxiliaryFilter . buildBootstrapFilter . buildEnsembleKF . buildIteratedFilter2 . buildLiuWestFilter . buildMCEM . buildMCMC . calculateWAIC . carBounds . carMaxBound . carMinBound . checkInterrupt . clearCompiled . codeBlockClass-class . compareMCMCs . compileNimble . configureMCMC . configureRJ . decide . decideAndJump . declare . deregisterDistributions . distributionInfo . eigenNimbleList . extractControlElement . flat . getBUGSexampleDir . getBound . getConditionallyIndependentSets . getDefinition . getMacroParameters . getNimbleOption . getParam . getSamplesDPmeasure . getsize . identityMatrix . initializeModel . is.nf . is.nl . laplace . makeBoundInfo . makeModelDerivsInfo . makeParamInfo . modelBaseClass-class . modelDefClass-class . modelInitialization . modelValues . modelValuesBaseClass-class . modelValuesConf . model_macro_builder . nfMethod . nfVar . nimCat . nimCopy . nimDerivs . nimDim . nimEigen . nimIntegrate . nimMatrix . nimNumeric . nimOptim . nimOptimDefaultControl . nimPrint . nimStop . nimSvd . nimble-R-functions . nimble-internal . nimble-math . nimble-package . nimbleCode . nimbleExternalCall . nimbleFunction . nimbleFunctionBase-class . nimbleFunctionList-class . nimbleFunctionVirtual . nimbleList . nimbleMCMC . nimbleModel . nimbleOptions . nimbleRcall . nimbleType-class . nodeFunctions . optimControlNimbleList . optimDefaultControl . optimResultNimbleList . parameterTransform . pow_int . printErrors . rankSample . readBUGSmodel . registerDistributions . resize . run.time . runCrossValidate . runMCMC . samplers . setAndCalculate . setAndCalculateOne . setSize . setupMargNodes . setupOutputs . simNodes . simNodesMV . singleVarAccessClass-class . summaryLaplace . svdNimbleList . t . testBUGSmodel . valueInCompiledNimbleFunction . values . waic . waicDetailsNimbleList . waicNimbleList . withNimbleOptions . 
Some associated R codes: BNP_distributions.R . BNP_samplers.R . BUGS_BUGSdecl.R . BUGS_contexts.R . BUGS_getDependencies.R . BUGS_graphNodeMaps.R . BUGS_macros.R . BUGS_mathCompatibility.R . BUGS_model.R . BUGS_modelDef.R . BUGS_nimbleGraph.R . BUGS_readBUGS.R . BUGS_testBUGS.R . BUGS_utils.R . CAR.R . Laplace.R . MCEM_build.R . MCMC_RJ.R . MCMC_WAIC.R . MCMC_autoBlock.R . MCMC_build.R . MCMC_configuration.R . MCMC_conjugacy.R . MCMC_run.R . MCMC_samplers.R . MCMC_utils.R . NF_utils.R . RCfunction_compile.R . RCfunction_core.R . all_utils.R . config.R . cppDefs_ADtools.R . cppDefs_BUGSmodel.R . cppDefs_RCfunction.R . cppDefs_core.R . cppDefs_cppProject.R . cppDefs_modelValues.R . cppDefs_namedObjects.R . cppDefs_nimbleFunction.R . cppDefs_nimbleList.R . cppDefs_outputCppFromRparseTree.R . cppDefs_utils.R . cppDefs_variables.R . cppInterfaces_modelValues.R . cppInterfaces_models.R . cppInterfaces_nimbleFunctions.R . cppInterfaces_otherTypes.R . cppInterfaces_utils.R . crossValidation.R . distributions_implementations.R . distributions_inputList.R . distributions_processInputList.R . externalCalls.R . genCpp_RparseTree2exprClasses.R . genCpp_addDebugMarks.R . genCpp_buildIntermediates.R . genCpp_eigenization.R . genCpp_exprClass.R . genCpp_generateCpp.R . genCpp_initSizes.R . genCpp_insertAssertions.R . genCpp_liftMaps.R . genCpp_maps.R . genCpp_operatorLists.R . genCpp_processSpecificCalls.R . genCpp_sizeProcessing.R . genCpp_toEigenize.R . initializeModel.R . makevars.R . miscFunctions.R . nimbleFunction_Rderivs.R . nimbleFunction_Rexecution.R . nimbleFunction_compile.R . nimbleFunction_core.R . nimbleFunction_keywordProcessing.R . nimbleFunction_nodeFunction.R . nimbleFunction_nodeFunctionNew.R . nimbleFunction_util.R . nimbleList_core.R . nimbleProject.R . options.R . parameterTransform.R . registration.R . setNimbleInternalFunctions.R . types_modelValues.R . types_modelValuesAccessor.R . types_modelVariableAccessor.R . types_nimbleFunctionList.R . types_nodeFxnVector.R . types_numericLists.R . types_symbolTable.R . types_util.R . zzz.R .  Full nimble package functions and examples
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