-
Notifications
You must be signed in to change notification settings - Fork 26
Expand file tree
/
Copy pathcha-welcome-nimble.html
More file actions
673 lines (633 loc) · 59 KB
/
cha-welcome-nimble.html
File metadata and controls
673 lines (633 loc) · 59 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
<!DOCTYPE html>
<html lang="" xml:lang="">
<head>
<meta charset="utf-8" />
<meta http-equiv="X-UA-Compatible" content="IE=edge" />
<title>Chapter 1 Welcome to NIMBLE | NimbleUserManual.knit</title>
<meta name="description" content="This is the NIMBLE User Manual." />
<meta name="generator" content="bookdown 0.37 and GitBook 2.6.7" />
<meta property="og:title" content="Chapter 1 Welcome to NIMBLE | NimbleUserManual.knit" />
<meta property="og:type" content="book" />
<meta property="og:image" content="/nimble-icon.png" />
<meta property="og:description" content="This is the NIMBLE User Manual." />
<meta name="github-repo" content="nimble-dev/nimble" />
<meta name="twitter:card" content="summary" />
<meta name="twitter:title" content="Chapter 1 Welcome to NIMBLE | NimbleUserManual.knit" />
<meta name="twitter:description" content="This is the NIMBLE User Manual." />
<meta name="twitter:image" content="/nimble-icon.png" />
<meta name="viewport" content="width=device-width, initial-scale=1" />
<meta name="apple-mobile-web-app-capable" content="yes" />
<meta name="apple-mobile-web-app-status-bar-style" content="black" />
<link rel="next" href="cha-lightning-intro.html"/>
<script src="libs/jquery-3.6.0/jquery-3.6.0.min.js"></script>
<script src="https://cdn.jsdelivr.net/npm/fuse.js@6.4.6/dist/fuse.min.js"></script>
<link href="libs/gitbook-2.6.7/css/style.css" rel="stylesheet" />
<link href="libs/gitbook-2.6.7/css/plugin-table.css" rel="stylesheet" />
<link href="libs/gitbook-2.6.7/css/plugin-bookdown.css" rel="stylesheet" />
<link href="libs/gitbook-2.6.7/css/plugin-highlight.css" rel="stylesheet" />
<link href="libs/gitbook-2.6.7/css/plugin-search.css" rel="stylesheet" />
<link href="libs/gitbook-2.6.7/css/plugin-fontsettings.css" rel="stylesheet" />
<link href="libs/gitbook-2.6.7/css/plugin-clipboard.css" rel="stylesheet" />
<link href="libs/anchor-sections-1.1.0/anchor-sections.css" rel="stylesheet" />
<link href="libs/anchor-sections-1.1.0/anchor-sections-hash.css" rel="stylesheet" />
<script src="libs/anchor-sections-1.1.0/anchor-sections.js"></script>
<style type="text/css">
pre > code.sourceCode { white-space: pre; position: relative; }
pre > code.sourceCode > span { line-height: 1.25; }
pre > code.sourceCode > span:empty { height: 1.2em; }
.sourceCode { overflow: visible; }
code.sourceCode > span { color: inherit; text-decoration: inherit; }
pre.sourceCode { margin: 0; }
@media screen {
div.sourceCode { overflow: auto; }
}
@media print {
pre > code.sourceCode { white-space: pre-wrap; }
pre > code.sourceCode > span { text-indent: -5em; padding-left: 5em; }
}
pre.numberSource code
{ counter-reset: source-line 0; }
pre.numberSource code > span
{ position: relative; left: -4em; counter-increment: source-line; }
pre.numberSource code > span > a:first-child::before
{ content: counter(source-line);
position: relative; left: -1em; text-align: right; vertical-align: baseline;
border: none; display: inline-block;
-webkit-touch-callout: none; -webkit-user-select: none;
-khtml-user-select: none; -moz-user-select: none;
-ms-user-select: none; user-select: none;
padding: 0 4px; width: 4em;
color: #aaaaaa;
}
pre.numberSource { margin-left: 3em; border-left: 1px solid #aaaaaa; padding-left: 4px; }
div.sourceCode
{ }
@media screen {
pre > code.sourceCode > span > a:first-child::before { text-decoration: underline; }
}
code span.al { color: #ff0000; font-weight: bold; } /* Alert */
code span.an { color: #60a0b0; font-weight: bold; font-style: italic; } /* Annotation */
code span.at { color: #7d9029; } /* Attribute */
code span.bn { color: #40a070; } /* BaseN */
code span.bu { color: #008000; } /* BuiltIn */
code span.cf { color: #007020; font-weight: bold; } /* ControlFlow */
code span.ch { color: #4070a0; } /* Char */
code span.cn { color: #880000; } /* Constant */
code span.co { color: #60a0b0; font-style: italic; } /* Comment */
code span.cv { color: #60a0b0; font-weight: bold; font-style: italic; } /* CommentVar */
code span.do { color: #ba2121; font-style: italic; } /* Documentation */
code span.dt { color: #902000; } /* DataType */
code span.dv { color: #40a070; } /* DecVal */
code span.er { color: #ff0000; font-weight: bold; } /* Error */
code span.ex { } /* Extension */
code span.fl { color: #40a070; } /* Float */
code span.fu { color: #06287e; } /* Function */
code span.im { color: #008000; font-weight: bold; } /* Import */
code span.in { color: #60a0b0; font-weight: bold; font-style: italic; } /* Information */
code span.kw { color: #007020; font-weight: bold; } /* Keyword */
code span.op { color: #666666; } /* Operator */
code span.ot { color: #007020; } /* Other */
code span.pp { color: #bc7a00; } /* Preprocessor */
code span.sc { color: #4070a0; } /* SpecialChar */
code span.ss { color: #bb6688; } /* SpecialString */
code span.st { color: #4070a0; } /* String */
code span.va { color: #19177c; } /* Variable */
code span.vs { color: #4070a0; } /* VerbatimString */
code span.wa { color: #60a0b0; font-weight: bold; font-style: italic; } /* Warning */
</style>
<style type="text/css">
div.hanging-indent{margin-left: 1.5em; text-indent: -1.5em;}
</style>
<style type="text/css">
/* Used with Pandoc 2.11+ new --citeproc when CSL is used */
div.csl-bib-body { }
div.csl-entry {
clear: both;
}
.hanging div.csl-entry {
margin-left:2em;
text-indent:-2em;
}
div.csl-left-margin {
min-width:2em;
float:left;
}
div.csl-right-inline {
margin-left:2em;
padding-left:1em;
}
div.csl-indent {
margin-left: 2em;
}
</style>
<link rel="stylesheet" href="style.css" type="text/css" />
</head>
<body>
<div class="book without-animation with-summary font-size-2 font-family-1" data-basepath=".">
<div class="book-summary">
<nav role="navigation">
<ul class="summary">
<img src="./nimble-icon.png"
width=100>
<li><a href="./cha-welcome-nimble.html">NIMBLE User Manual, Version 1.4.2</a></li>
<li><a href="https://github.com/nimble-dev/nimble">NIMBLE Development Team</a></li>
<li><a href="https://R-nimble.org">https://R-nimble.org</a></li>
<li class="divider"></li>
<li class="part"><span><b>I Introduction</b></span></li>
<li class="chapter" data-level="1" data-path="cha-welcome-nimble.html"><a href="cha-welcome-nimble.html"><i class="fa fa-check"></i><b>1</b> Welcome to NIMBLE</a>
<ul>
<li class="chapter" data-level="1.1" data-path="cha-welcome-nimble.html"><a href="cha-welcome-nimble.html#sec:what-is-nimble"><i class="fa fa-check"></i><b>1.1</b> What does NIMBLE do?</a></li>
<li class="chapter" data-level="1.2" data-path="cha-welcome-nimble.html"><a href="cha-welcome-nimble.html#how-to-use-this-manual"><i class="fa fa-check"></i><b>1.2</b> How to use this manual</a></li>
</ul></li>
<li class="chapter" data-level="2" data-path="cha-lightning-intro.html"><a href="cha-lightning-intro.html"><i class="fa fa-check"></i><b>2</b> Lightning introduction</a>
<ul>
<li class="chapter" data-level="2.1" data-path="cha-lightning-intro.html"><a href="cha-lightning-intro.html#sec:brief-example"><i class="fa fa-check"></i><b>2.1</b> A brief example</a></li>
<li class="chapter" data-level="2.2" data-path="cha-lightning-intro.html"><a href="cha-lightning-intro.html#sec:creating-model"><i class="fa fa-check"></i><b>2.2</b> Creating a model</a></li>
<li class="chapter" data-level="2.3" data-path="cha-lightning-intro.html"><a href="cha-lightning-intro.html#sec:compiling-model"><i class="fa fa-check"></i><b>2.3</b> Compiling the model</a></li>
<li class="chapter" data-level="2.4" data-path="cha-lightning-intro.html"><a href="cha-lightning-intro.html#sec:intro-runMCMC"><i class="fa fa-check"></i><b>2.4</b> One-line invocation of MCMC</a></li>
<li class="chapter" data-level="2.5" data-path="cha-lightning-intro.html"><a href="cha-lightning-intro.html#sec:creating-mcmc"><i class="fa fa-check"></i><b>2.5</b> Creating, compiling and running a basic MCMC configuration</a></li>
<li class="chapter" data-level="2.6" data-path="cha-lightning-intro.html"><a href="cha-lightning-intro.html#sec:customizing-mcmc"><i class="fa fa-check"></i><b>2.6</b> Customizing the MCMC</a></li>
<li class="chapter" data-level="2.7" data-path="cha-lightning-intro.html"><a href="cha-lightning-intro.html#sec:running-mcem"><i class="fa fa-check"></i><b>2.7</b> Running MCEM</a></li>
<li class="chapter" data-level="2.8" data-path="cha-lightning-intro.html"><a href="cha-lightning-intro.html#sec:creating-your-own"><i class="fa fa-check"></i><b>2.8</b> Creating your own functions</a></li>
</ul></li>
<li class="chapter" data-level="3" data-path="cha-more-introduction.html"><a href="cha-more-introduction.html"><i class="fa fa-check"></i><b>3</b> More introduction</a>
<ul>
<li class="chapter" data-level="3.1" data-path="cha-more-introduction.html"><a href="cha-more-introduction.html#nimble-adopts-and-extends-the-bugs-language-for-specifying-models"><i class="fa fa-check"></i><b>3.1</b> NIMBLE adopts and extends the BUGS language for specifying models</a></li>
<li class="chapter" data-level="3.2" data-path="cha-more-introduction.html"><a href="cha-more-introduction.html#sec:nimble-lang-writ"><i class="fa fa-check"></i><b>3.2</b> nimbleFunctions for writing algorithms</a></li>
<li class="chapter" data-level="3.3" data-path="cha-more-introduction.html"><a href="cha-more-introduction.html#sec:nimble-algor-libr"><i class="fa fa-check"></i><b>3.3</b> The NIMBLE algorithm library</a></li>
</ul></li>
<li class="chapter" data-level="4" data-path="cha-installing-nimble.html"><a href="cha-installing-nimble.html"><i class="fa fa-check"></i><b>4</b> Installing NIMBLE</a>
<ul>
<li class="chapter" data-level="4.1" data-path="cha-installing-nimble.html"><a href="cha-installing-nimble.html#sec:requ-run-nimble"><i class="fa fa-check"></i><b>4.1</b> Requirements to run NIMBLE</a></li>
<li class="chapter" data-level="4.2" data-path="cha-installing-nimble.html"><a href="cha-installing-nimble.html#sec:compiler"><i class="fa fa-check"></i><b>4.2</b> Installing a C++ compiler for NIMBLE to use</a>
<ul>
<li class="chapter" data-level="4.2.1" data-path="cha-installing-nimble.html"><a href="cha-installing-nimble.html#macos"><i class="fa fa-check"></i><b>4.2.1</b> MacOS</a></li>
<li class="chapter" data-level="4.2.2" data-path="cha-installing-nimble.html"><a href="cha-installing-nimble.html#linux"><i class="fa fa-check"></i><b>4.2.2</b> Linux</a></li>
<li class="chapter" data-level="4.2.3" data-path="cha-installing-nimble.html"><a href="cha-installing-nimble.html#windows"><i class="fa fa-check"></i><b>4.2.3</b> Windows</a></li>
</ul></li>
<li class="chapter" data-level="4.3" data-path="cha-installing-nimble.html"><a href="cha-installing-nimble.html#installing-the-nimble-package"><i class="fa fa-check"></i><b>4.3</b> Installing the NIMBLE package</a></li>
<li class="chapter" data-level="4.4" data-path="cha-installing-nimble.html"><a href="cha-installing-nimble.html#troubleshooting-installation-problems"><i class="fa fa-check"></i><b>4.4</b> Troubleshooting installation problems</a></li>
<li class="chapter" data-level="4.5" data-path="cha-installing-nimble.html"><a href="cha-installing-nimble.html#customizing-your-installation"><i class="fa fa-check"></i><b>4.5</b> Customizing your installation</a>
<ul>
<li class="chapter" data-level="4.5.1" data-path="cha-installing-nimble.html"><a href="cha-installing-nimble.html#using-your-own-copy-of-eigen"><i class="fa fa-check"></i><b>4.5.1</b> Using your own copy of Eigen</a></li>
<li class="chapter" data-level="4.5.2" data-path="cha-installing-nimble.html"><a href="cha-installing-nimble.html#using-libnimble"><i class="fa fa-check"></i><b>4.5.2</b> Using libnimble</a></li>
<li class="chapter" data-level="4.5.3" data-path="cha-installing-nimble.html"><a href="cha-installing-nimble.html#sec:blas"><i class="fa fa-check"></i><b>4.5.3</b> BLAS and LAPACK</a></li>
<li class="chapter" data-level="4.5.4" data-path="cha-installing-nimble.html"><a href="cha-installing-nimble.html#customizing-compilation-of-the-nimble-generated-c"><i class="fa fa-check"></i><b>4.5.4</b> Customizing compilation of the NIMBLE-generated C++</a></li>
</ul></li>
</ul></li>
<li class="part"><span><b>II Models in NIMBLE</b></span></li>
<li class="chapter" data-level="5" data-path="cha-writing-models.html"><a href="cha-writing-models.html"><i class="fa fa-check"></i><b>5</b> Writing models in NIMBLE’s dialect of BUGS</a>
<ul>
<li class="chapter" data-level="5.1" data-path="cha-writing-models.html"><a href="cha-writing-models.html#sec:supp-feat-bugs"><i class="fa fa-check"></i><b>5.1</b> Comparison to BUGS dialects supported by WinBUGS, OpenBUGS and JAGS</a>
<ul>
<li class="chapter" data-level="5.1.1" data-path="cha-writing-models.html"><a href="cha-writing-models.html#supported-features-of-bugs-and-jags"><i class="fa fa-check"></i><b>5.1.1</b> Supported features of BUGS and JAGS</a></li>
<li class="chapter" data-level="5.1.2" data-path="cha-writing-models.html"><a href="cha-writing-models.html#sec:extensions-bugs"><i class="fa fa-check"></i><b>5.1.2</b> NIMBLE’s Extensions to BUGS and JAGS</a></li>
<li class="chapter" data-level="5.1.3" data-path="cha-writing-models.html"><a href="cha-writing-models.html#sec:not-yet-supported"><i class="fa fa-check"></i><b>5.1.3</b> Not-supported features of BUGS and JAGS</a></li>
</ul></li>
<li class="chapter" data-level="5.2" data-path="cha-writing-models.html"><a href="cha-writing-models.html#writing-models"><i class="fa fa-check"></i><b>5.2</b> Writing models</a>
<ul>
<li class="chapter" data-level="5.2.1" data-path="cha-writing-models.html"><a href="cha-writing-models.html#declaring-stochastic-and-deterministic-nodes"><i class="fa fa-check"></i><b>5.2.1</b> Declaring stochastic and deterministic nodes</a></li>
<li class="chapter" data-level="5.2.2" data-path="cha-writing-models.html"><a href="cha-writing-models.html#sec:more-kinds-bugs"><i class="fa fa-check"></i><b>5.2.2</b> More kinds of BUGS declarations</a></li>
<li class="chapter" data-level="5.2.3" data-path="cha-writing-models.html"><a href="cha-writing-models.html#subsec:vectorized-versus-scalar-declarations"><i class="fa fa-check"></i><b>5.2.3</b> Vectorized versus scalar declarations</a></li>
<li class="chapter" data-level="5.2.4" data-path="cha-writing-models.html"><a href="cha-writing-models.html#subsec:dists-and-functions"><i class="fa fa-check"></i><b>5.2.4</b> Available distributions</a></li>
<li class="chapter" data-level="5.2.5" data-path="cha-writing-models.html"><a href="cha-writing-models.html#subsec:BUGS-lang-fxns"><i class="fa fa-check"></i><b>5.2.5</b> Available BUGS language functions</a></li>
<li class="chapter" data-level="5.2.6" data-path="cha-writing-models.html"><a href="cha-writing-models.html#subsec:BUGS-link"><i class="fa fa-check"></i><b>5.2.6</b> Available link functions</a></li>
<li class="chapter" data-level="5.2.7" data-path="cha-writing-models.html"><a href="cha-writing-models.html#subsec:trunc"><i class="fa fa-check"></i><b>5.2.7</b> Truncation, censoring, and constraints</a></li>
<li class="chapter" data-level="5.2.8" data-path="cha-writing-models.html"><a href="cha-writing-models.html#subsec:macros"><i class="fa fa-check"></i><b>5.2.8</b> Model macros</a></li>
</ul></li>
</ul></li>
<li class="chapter" data-level="6" data-path="cha-building-models.html"><a href="cha-building-models.html"><i class="fa fa-check"></i><b>6</b> Building and using models</a>
<ul>
<li class="chapter" data-level="6.1" data-path="cha-building-models.html"><a href="cha-building-models.html#creating-model-objects"><i class="fa fa-check"></i><b>6.1</b> Creating model objects</a>
<ul>
<li class="chapter" data-level="6.1.1" data-path="cha-building-models.html"><a href="cha-building-models.html#using-nimblemodel-to-create-a-model"><i class="fa fa-check"></i><b>6.1.1</b> Using <em>nimbleModel</em> to create a model</a></li>
<li class="chapter" data-level="6.1.2" data-path="cha-building-models.html"><a href="cha-building-models.html#sec:readBUGSmodel"><i class="fa fa-check"></i><b>6.1.2</b> Creating a model from standard BUGS and JAGS input files</a></li>
<li class="chapter" data-level="6.1.3" data-path="cha-building-models.html"><a href="cha-building-models.html#sub:multiple-instances"><i class="fa fa-check"></i><b>6.1.3</b> Making multiple instances from the same model definition</a></li>
</ul></li>
<li class="chapter" data-level="6.2" data-path="cha-building-models.html"><a href="cha-building-models.html#sec:nodes-and-variables"><i class="fa fa-check"></i><b>6.2</b> NIMBLE models are objects you can query and manipulate</a>
<ul>
<li class="chapter" data-level="6.2.1" data-path="cha-building-models.html"><a href="cha-building-models.html#sec:what-are-nodes-and-variables"><i class="fa fa-check"></i><b>6.2.1</b> What are variables and nodes?</a></li>
<li class="chapter" data-level="6.2.2" data-path="cha-building-models.html"><a href="cha-building-models.html#determining-the-nodes-and-variables-in-a-model"><i class="fa fa-check"></i><b>6.2.2</b> Determining the nodes and variables in a model</a></li>
<li class="chapter" data-level="6.2.3" data-path="cha-building-models.html"><a href="cha-building-models.html#sec:accessing-nodes"><i class="fa fa-check"></i><b>6.2.3</b> Accessing nodes</a></li>
<li class="chapter" data-level="6.2.4" data-path="cha-building-models.html"><a href="cha-building-models.html#sec:how-nodes-are"><i class="fa fa-check"></i><b>6.2.4</b> How nodes are named</a></li>
<li class="chapter" data-level="6.2.5" data-path="cha-building-models.html"><a href="cha-building-models.html#sec:why-use-node"><i class="fa fa-check"></i><b>6.2.5</b> Why use node names?</a></li>
<li class="chapter" data-level="6.2.6" data-path="cha-building-models.html"><a href="cha-building-models.html#sec:cdisdata"><i class="fa fa-check"></i><b>6.2.6</b> Checking if a node holds data</a></li>
</ul></li>
<li class="chapter" data-level="6.3" data-path="cha-building-models.html"><a href="cha-building-models.html#using-models-in-parallel"><i class="fa fa-check"></i><b>6.3</b> Using models in parallel</a></li>
</ul></li>
<li class="part"><span><b>III Algorithms in NIMBLE</b></span></li>
<li class="chapter" data-level="7" data-path="cha-mcmc.html"><a href="cha-mcmc.html"><i class="fa fa-check"></i><b>7</b> MCMC</a>
<ul>
<li class="chapter" data-level="7.1" data-path="cha-mcmc.html"><a href="cha-mcmc.html#sec:nimbleMCMC"><i class="fa fa-check"></i><b>7.1</b> One-line invocation of MCMC: <em>nimbleMCMC</em></a></li>
<li class="chapter" data-level="7.2" data-path="cha-mcmc.html"><a href="cha-mcmc.html#sec:mcmc-configuration"><i class="fa fa-check"></i><b>7.2</b> The MCMC configuration</a>
<ul>
<li class="chapter" data-level="7.2.1" data-path="cha-mcmc.html"><a href="cha-mcmc.html#sec:default-mcmc-conf"><i class="fa fa-check"></i><b>7.2.1</b> Default MCMC configuration</a></li>
<li class="chapter" data-level="7.2.2" data-path="cha-mcmc.html"><a href="cha-mcmc.html#sec:customizing-mcmc-conf"><i class="fa fa-check"></i><b>7.2.2</b> Customizing the MCMC configuration</a></li>
<li class="chapter" data-level="7.2.3" data-path="cha-mcmc.html"><a href="cha-mcmc.html#sec:derived-quantities"><i class="fa fa-check"></i><b>7.2.3</b> Setting up derived quantities for additional quantities of interest</a></li>
</ul></li>
<li class="chapter" data-level="7.3" data-path="cha-mcmc.html"><a href="cha-mcmc.html#sec:build-compile-mcmc"><i class="fa fa-check"></i><b>7.3</b> Building and compiling the MCMC</a></li>
<li class="chapter" data-level="7.4" data-path="cha-mcmc.html"><a href="cha-mcmc.html#sec:initMCMC"><i class="fa fa-check"></i><b>7.4</b> Initializing MCMC</a></li>
<li class="chapter" data-level="7.5" data-path="cha-mcmc.html"><a href="cha-mcmc.html#sec:runMCMC"><i class="fa fa-check"></i><b>7.5</b> User-friendly execution of MCMC algorithms: <em>runMCMC</em></a></li>
<li class="chapter" data-level="7.6" data-path="cha-mcmc.html"><a href="cha-mcmc.html#sec:executing-the-mcmc-algorithm"><i class="fa fa-check"></i><b>7.6</b> Running the MCMC</a>
<ul>
<li class="chapter" data-level="7.6.1" data-path="cha-mcmc.html"><a href="cha-mcmc.html#sec:mcmc-rerun"><i class="fa fa-check"></i><b>7.6.1</b> Rerunning versus restarting an MCMC</a></li>
<li class="chapter" data-level="7.6.2" data-path="cha-mcmc.html"><a href="cha-mcmc.html#sec:sampler-time"><i class="fa fa-check"></i><b>7.6.2</b> Measuring sampler computation times: <em>getTimes</em></a></li>
<li class="chapter" data-level="7.6.3" data-path="cha-mcmc.html"><a href="cha-mcmc.html#assessing-the-adaption-process-of-rw-and-rw_block-samplers"><i class="fa fa-check"></i><b>7.6.3</b> Assessing the adaption process of <em>RW</em> and <em>RW_block</em> samplers</a></li>
</ul></li>
<li class="chapter" data-level="7.7" data-path="cha-mcmc.html"><a href="cha-mcmc.html#sec:extracting-samples"><i class="fa fa-check"></i><b>7.7</b> Extracting MCMC samples</a></li>
<li class="chapter" data-level="7.8" data-path="cha-mcmc.html"><a href="cha-mcmc.html#sec:WAIC"><i class="fa fa-check"></i><b>7.8</b> Calculating WAIC</a></li>
<li class="chapter" data-level="7.9" data-path="cha-mcmc.html"><a href="cha-mcmc.html#k-fold-cross-validation"><i class="fa fa-check"></i><b>7.9</b> k-fold cross-validation</a></li>
<li class="chapter" data-level="7.10" data-path="cha-mcmc.html"><a href="cha-mcmc.html#sec:rjmcmc"><i class="fa fa-check"></i><b>7.10</b> Variable selection using Reversible Jump MCMC</a>
<ul>
<li class="chapter" data-level="7.10.1" data-path="cha-mcmc.html"><a href="cha-mcmc.html#sec:rjmcmc-indicator"><i class="fa fa-check"></i><b>7.10.1</b> Using indicator variables</a></li>
<li class="chapter" data-level="7.10.2" data-path="cha-mcmc.html"><a href="cha-mcmc.html#sec:rjmcmc-no-indicator"><i class="fa fa-check"></i><b>7.10.2</b> Without indicator variables</a></li>
</ul></li>
<li class="chapter" data-level="7.11" data-path="cha-mcmc.html"><a href="cha-mcmc.html#sec:samplers-provided"><i class="fa fa-check"></i><b>7.11</b> Samplers provided with NIMBLE</a>
<ul>
<li class="chapter" data-level="7.11.1" data-path="cha-mcmc.html"><a href="cha-mcmc.html#conjugate-gibbs-samplers"><i class="fa fa-check"></i><b>7.11.1</b> Conjugate (‘Gibbs’) samplers</a></li>
<li class="chapter" data-level="7.11.2" data-path="cha-mcmc.html"><a href="cha-mcmc.html#subsec:HMC"><i class="fa fa-check"></i><b>7.11.2</b> Hamiltonian Monte Carlo (HMC)</a></li>
<li class="chapter" data-level="7.11.3" data-path="cha-mcmc.html"><a href="cha-mcmc.html#particle-filter-samplers"><i class="fa fa-check"></i><b>7.11.3</b> Particle filter samplers</a></li>
<li class="chapter" data-level="7.11.4" data-path="cha-mcmc.html"><a href="cha-mcmc.html#customized-log-likelihood-evaluations-rw_llfunction-sampler"><i class="fa fa-check"></i><b>7.11.4</b> Customized log-likelihood evaluations: <em>RW_llFunction sampler</em></a></li>
</ul></li>
<li class="chapter" data-level="7.12" data-path="cha-mcmc.html"><a href="cha-mcmc.html#sec:mcmc-example-litters"><i class="fa fa-check"></i><b>7.12</b> Detailed MCMC example: <em>litters</em></a></li>
<li class="chapter" data-level="7.13" data-path="cha-mcmc.html"><a href="cha-mcmc.html#mcmc-suite-compare-mcmcs"><i class="fa fa-check"></i><b>7.13</b> Comparing different MCMCs with <em>compareMCMCs</em></a></li>
<li class="chapter" data-level="7.14" data-path="cha-mcmc.html"><a href="cha-mcmc.html#running-mcmc-chains-in-parallel"><i class="fa fa-check"></i><b>7.14</b> Running MCMC chains in parallel</a></li>
</ul></li>
<li class="chapter" data-level="8" data-path="cha-algos-provided.html"><a href="cha-algos-provided.html"><i class="fa fa-check"></i><b>8</b> Particle Filters, PMCMC, and MCEM</a>
<ul>
<li class="chapter" data-level="8.1" data-path="cha-algos-provided.html"><a href="cha-algos-provided.html#particle-filters-sequential-monte-carlo-and-iterated-filtering"><i class="fa fa-check"></i><b>8.1</b> Particle filters / sequential Monte Carlo and iterated filtering</a>
<ul>
<li class="chapter" data-level="8.1.1" data-path="cha-algos-provided.html"><a href="cha-algos-provided.html#filtering-algorithms"><i class="fa fa-check"></i><b>8.1.1</b> Filtering algorithms</a></li>
<li class="chapter" data-level="8.1.2" data-path="cha-algos-provided.html"><a href="cha-algos-provided.html#sec:particle-mcmc"><i class="fa fa-check"></i><b>8.1.2</b> Particle MCMC (PMCMC)</a></li>
</ul></li>
<li class="chapter" data-level="8.2" data-path="cha-algos-provided.html"><a href="cha-algos-provided.html#monte-carlo-expectation-maximization-mcem"><i class="fa fa-check"></i><b>8.2</b> Monte Carlo Expectation Maximization (MCEM)</a>
<ul>
<li class="chapter" data-level="8.2.1" data-path="cha-algos-provided.html"><a href="cha-algos-provided.html#sec:estimate-mcem-cov"><i class="fa fa-check"></i><b>8.2.1</b> Estimating the asymptotic covariance From MCEM</a></li>
</ul></li>
</ul></li>
<li class="chapter" data-level="9" data-path="cha-laplace.html"><a href="cha-laplace.html"><i class="fa fa-check"></i><b>9</b> Laplace, AGHQ, and nested approximations</a>
<ul>
<li class="chapter" data-level="9.1" data-path="cha-laplace.html"><a href="cha-laplace.html#sec:AD-laplace"><i class="fa fa-check"></i><b>9.1</b> Laplace approximation and adaptive Gauss-Hermite quadrature (AGHQ)</a>
<ul>
<li class="chapter" data-level="9.1.1" data-path="cha-laplace.html"><a href="cha-laplace.html#glmm-example"><i class="fa fa-check"></i><b>9.1.1</b> GLMM example</a></li>
<li class="chapter" data-level="9.1.2" data-path="cha-laplace.html"><a href="cha-laplace.html#using-laplace-approximation"><i class="fa fa-check"></i><b>9.1.2</b> Using Laplace approximation</a></li>
<li class="chapter" data-level="9.1.3" data-path="cha-laplace.html"><a href="cha-laplace.html#using-the-laplace-approximation-methods-directly"><i class="fa fa-check"></i><b>9.1.3</b> Using the Laplace approximation methods directly</a></li>
<li class="chapter" data-level="9.1.4" data-path="cha-laplace.html"><a href="cha-laplace.html#changing-the-optimization-methods"><i class="fa fa-check"></i><b>9.1.4</b> Changing the optimization methods</a></li>
</ul></li>
<li class="chapter" data-level="9.2" data-path="cha-laplace.html"><a href="cha-laplace.html#sec:nested-approx"><i class="fa fa-check"></i><b>9.2</b> Nested approximation (INLA-like) methods</a>
<ul>
<li class="chapter" data-level="9.2.1" data-path="cha-laplace.html"><a href="cha-laplace.html#overview-of-the-methodology"><i class="fa fa-check"></i><b>9.2.1</b> Overview of the methodology</a></li>
<li class="chapter" data-level="9.2.2" data-path="cha-laplace.html"><a href="cha-laplace.html#using-nimbles-nested-approximation"><i class="fa fa-check"></i><b>9.2.2</b> Using NIMBLE’s nested approximation</a></li>
</ul></li>
</ul></li>
<li class="chapter" data-level="10" data-path="cha-spatial.html"><a href="cha-spatial.html"><i class="fa fa-check"></i><b>10</b> Spatial models</a>
<ul>
<li class="chapter" data-level="10.1" data-path="cha-spatial.html"><a href="cha-spatial.html#intrinsic-gaussian-car-model-dcar_normal"><i class="fa fa-check"></i><b>10.1</b> Intrinsic Gaussian CAR model: <em>dcar_normal</em></a>
<ul>
<li class="chapter" data-level="10.1.1" data-path="cha-spatial.html"><a href="cha-spatial.html#specification-and-density"><i class="fa fa-check"></i><b>10.1.1</b> Specification and density</a></li>
<li class="chapter" data-level="10.1.2" data-path="cha-spatial.html"><a href="cha-spatial.html#example"><i class="fa fa-check"></i><b>10.1.2</b> Example</a></li>
</ul></li>
<li class="chapter" data-level="10.2" data-path="cha-spatial.html"><a href="cha-spatial.html#proper-gaussian-car-model-dcar_proper"><i class="fa fa-check"></i><b>10.2</b> Proper Gaussian CAR model: <em>dcar_proper</em></a>
<ul>
<li class="chapter" data-level="10.2.1" data-path="cha-spatial.html"><a href="cha-spatial.html#specification-and-density-1"><i class="fa fa-check"></i><b>10.2.1</b> Specification and density</a></li>
<li class="chapter" data-level="10.2.2" data-path="cha-spatial.html"><a href="cha-spatial.html#example-1"><i class="fa fa-check"></i><b>10.2.2</b> Example</a></li>
</ul></li>
<li class="chapter" data-level="10.3" data-path="cha-spatial.html"><a href="cha-spatial.html#sec:spatial-mcmc-sampling-car"><i class="fa fa-check"></i><b>10.3</b> MCMC Sampling of CAR models</a>
<ul>
<li class="chapter" data-level="10.3.1" data-path="cha-spatial.html"><a href="cha-spatial.html#initial-values"><i class="fa fa-check"></i><b>10.3.1</b> Initial values</a></li>
<li class="chapter" data-level="10.3.2" data-path="cha-spatial.html"><a href="cha-spatial.html#zero-neighbor-regions"><i class="fa fa-check"></i><b>10.3.2</b> Zero-neighbor regions</a></li>
<li class="chapter" data-level="10.3.3" data-path="cha-spatial.html"><a href="cha-spatial.html#zero-mean-constraint"><i class="fa fa-check"></i><b>10.3.3</b> Zero-mean constraint</a></li>
</ul></li>
</ul></li>
<li class="chapter" data-level="11" data-path="cha-bnp.html"><a href="cha-bnp.html"><i class="fa fa-check"></i><b>11</b> Bayesian nonparametric models</a>
<ul>
<li class="chapter" data-level="11.1" data-path="cha-bnp.html"><a href="cha-bnp.html#sec:bnpmixtures"><i class="fa fa-check"></i><b>11.1</b> Bayesian nonparametric mixture models</a></li>
<li class="chapter" data-level="11.2" data-path="cha-bnp.html"><a href="cha-bnp.html#sec:crp"><i class="fa fa-check"></i><b>11.2</b> Chinese Restaurant Process model</a>
<ul>
<li class="chapter" data-level="11.2.1" data-path="cha-bnp.html"><a href="cha-bnp.html#specification-and-density-2"><i class="fa fa-check"></i><b>11.2.1</b> Specification and density</a></li>
<li class="chapter" data-level="11.2.2" data-path="cha-bnp.html"><a href="cha-bnp.html#sec:excrp"><i class="fa fa-check"></i><b>11.2.2</b> Example</a></li>
<li class="chapter" data-level="11.2.3" data-path="cha-bnp.html"><a href="cha-bnp.html#sec:extensionscrp"><i class="fa fa-check"></i><b>11.2.3</b> Extensions</a></li>
</ul></li>
<li class="chapter" data-level="11.3" data-path="cha-bnp.html"><a href="cha-bnp.html#sec:sb"><i class="fa fa-check"></i><b>11.3</b> Stick-breaking model</a>
<ul>
<li class="chapter" data-level="11.3.1" data-path="cha-bnp.html"><a href="cha-bnp.html#specification-and-function"><i class="fa fa-check"></i><b>11.3.1</b> Specification and function</a></li>
<li class="chapter" data-level="11.3.2" data-path="cha-bnp.html"><a href="cha-bnp.html#sec:exsb"><i class="fa fa-check"></i><b>11.3.2</b> Example</a></li>
</ul></li>
<li class="chapter" data-level="11.4" data-path="cha-bnp.html"><a href="cha-bnp.html#mcmc-sampling-of-bnp-models"><i class="fa fa-check"></i><b>11.4</b> MCMC sampling of BNP models</a>
<ul>
<li class="chapter" data-level="11.4.1" data-path="cha-bnp.html"><a href="cha-bnp.html#sec:mcmcdcrp"><i class="fa fa-check"></i><b>11.4.1</b> Sampling CRP models</a></li>
<li class="chapter" data-level="11.4.2" data-path="cha-bnp.html"><a href="cha-bnp.html#sec:mcmcsb"><i class="fa fa-check"></i><b>11.4.2</b> Sampling stick-breaking models</a></li>
</ul></li>
</ul></li>
<li class="part"><span><b>IV Programming with NIMBLE</b></span></li>
<li class="chapter" data-level="" data-path="overview.html"><a href="overview.html"><i class="fa fa-check"></i>Overview</a></li>
<li class="chapter" data-level="12" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html"><i class="fa fa-check"></i><b>12</b> Writing simple nimbleFunctions</a>
<ul>
<li class="chapter" data-level="12.1" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:RC-intro"><i class="fa fa-check"></i><b>12.1</b> Introduction to simple nimbleFunctions</a></li>
<li class="chapter" data-level="12.2" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:r-fiunctions-implemented"><i class="fa fa-check"></i><b>12.2</b> R functions (or variants) implemented in NIMBLE</a>
<ul>
<li class="chapter" data-level="12.2.1" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#finding-help-for-nimbles-versions-of-r-functions"><i class="fa fa-check"></i><b>12.2.1</b> Finding help for NIMBLE’s versions of R functions</a></li>
<li class="chapter" data-level="12.2.2" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#basic-operations"><i class="fa fa-check"></i><b>12.2.2</b> Basic operations</a></li>
<li class="chapter" data-level="12.2.3" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:basic-math-linear"><i class="fa fa-check"></i><b>12.2.3</b> Math and linear algebra</a></li>
<li class="chapter" data-level="12.2.4" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:nimble-dist-funs"><i class="fa fa-check"></i><b>12.2.4</b> Distribution functions</a></li>
<li class="chapter" data-level="12.2.5" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:basic-flow-control"><i class="fa fa-check"></i><b>12.2.5</b> Flow control: <em>if-then-else</em>, <em>for</em>, <em>while</em>, and <em>stop</em></a></li>
<li class="chapter" data-level="12.2.6" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:print"><i class="fa fa-check"></i><b>12.2.6</b> <em>print</em> and <em>cat</em></a></li>
<li class="chapter" data-level="12.2.7" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:check-user-interr"><i class="fa fa-check"></i><b>12.2.7</b> Checking for user interrupts: <em>checkInterrupt</em></a></li>
<li class="chapter" data-level="12.2.8" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#optimization-optim-and-nimoptim"><i class="fa fa-check"></i><b>12.2.8</b> Optimization: <em>optim</em> and <em>nimOptim</em></a></li>
<li class="chapter" data-level="12.2.9" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#integration-integrate-and-nimintegrate"><i class="fa fa-check"></i><b>12.2.9</b> Integration: <em>integrate</em> and <em>nimIntegrate</em></a></li>
<li class="chapter" data-level="12.2.10" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:altern-keyw-some"><i class="fa fa-check"></i><b>12.2.10</b> ‘nim’ synonyms for some functions</a></li>
</ul></li>
<li class="chapter" data-level="12.3" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:how-nimble-handles"><i class="fa fa-check"></i><b>12.3</b> How NIMBLE handles types of variables</a>
<ul>
<li class="chapter" data-level="12.3.1" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:nimbleList-RCFuns"><i class="fa fa-check"></i><b>12.3.1</b> nimbleList data structures</a></li>
<li class="chapter" data-level="12.3.2" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:how-types-work"><i class="fa fa-check"></i><b>12.3.2</b> How numeric types work</a></li>
</ul></li>
<li class="chapter" data-level="12.4" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:decl-argum-return"><i class="fa fa-check"></i><b>12.4</b> Declaring argument and return types</a></li>
<li class="chapter" data-level="12.5" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:comp-nimbl-pass"><i class="fa fa-check"></i><b>12.5</b> Compiled nimbleFunctions pass arguments by reference</a></li>
<li class="chapter" data-level="12.6" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:calling-external-code"><i class="fa fa-check"></i><b>12.6</b> Calling external compiled code</a></li>
<li class="chapter" data-level="12.7" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:calling-R-code"><i class="fa fa-check"></i><b>12.7</b> Calling uncompiled R functions from compiled nimbleFunctions</a></li>
</ul></li>
<li class="chapter" data-level="13" data-path="cha-user-defined.html"><a href="cha-user-defined.html"><i class="fa fa-check"></i><b>13</b> Creating user-defined distributions and functions for models</a>
<ul>
<li class="chapter" data-level="13.1" data-path="cha-user-defined.html"><a href="cha-user-defined.html#sec:user-functions"><i class="fa fa-check"></i><b>13.1</b> User-defined functions</a></li>
<li class="chapter" data-level="13.2" data-path="cha-user-defined.html"><a href="cha-user-defined.html#sec:user-distributions"><i class="fa fa-check"></i><b>13.2</b> User-defined distributions</a>
<ul>
<li class="chapter" data-level="13.2.1" data-path="cha-user-defined.html"><a href="cha-user-defined.html#sec:registerDistributions"><i class="fa fa-check"></i><b>13.2.1</b> Using <em>registerDistributions</em> for alternative parameterizations and providing other information</a></li>
</ul></li>
<li class="chapter" data-level="13.3" data-path="cha-user-defined.html"><a href="cha-user-defined.html#sec:adv-user-def"><i class="fa fa-check"></i><b>13.3</b> Advanced user-defined functions and distributions</a></li>
<li class="chapter" data-level="13.4" data-path="cha-user-defined.html"><a href="cha-user-defined.html#sec:user-macros"><i class="fa fa-check"></i><b>13.4</b> User-defined model macros</a></li>
</ul></li>
<li class="chapter" data-level="14" data-path="cha-using-models.html"><a href="cha-using-models.html"><i class="fa fa-check"></i><b>14</b> Working with NIMBLE models</a>
<ul>
<li class="chapter" data-level="14.1" data-path="cha-using-models.html"><a href="cha-using-models.html#sec:accessing-variables"><i class="fa fa-check"></i><b>14.1</b> The variables and nodes in a NIMBLE model</a>
<ul>
<li class="chapter" data-level="14.1.1" data-path="cha-using-models.html"><a href="cha-using-models.html#sec:get-nodes"><i class="fa fa-check"></i><b>14.1.1</b> Determining the nodes in a model</a></li>
<li class="chapter" data-level="14.1.2" data-path="cha-using-models.html"><a href="cha-using-models.html#sec:introduced-nodes"><i class="fa fa-check"></i><b>14.1.2</b> Understanding lifted nodes</a></li>
<li class="chapter" data-level="14.1.3" data-path="cha-using-models.html"><a href="cha-using-models.html#sec:cdgetdependencies"><i class="fa fa-check"></i><b>14.1.3</b> Determining dependencies in a model</a></li>
</ul></li>
<li class="chapter" data-level="14.2" data-path="cha-using-models.html"><a href="cha-using-models.html#sec:nodeInfo"><i class="fa fa-check"></i><b>14.2</b> Accessing information about nodes and variables</a>
<ul>
<li class="chapter" data-level="14.2.1" data-path="cha-using-models.html"><a href="cha-using-models.html#getting-distributional-information-about-a-node"><i class="fa fa-check"></i><b>14.2.1</b> Getting distributional information about a node</a></li>
<li class="chapter" data-level="14.2.2" data-path="cha-using-models.html"><a href="cha-using-models.html#getting-information-about-a-distribution"><i class="fa fa-check"></i><b>14.2.2</b> Getting information about a distribution</a></li>
<li class="chapter" data-level="14.2.3" data-path="cha-using-models.html"><a href="cha-using-models.html#sec:getParam"><i class="fa fa-check"></i><b>14.2.3</b> Getting distribution parameter values for a node</a></li>
<li class="chapter" data-level="14.2.4" data-path="cha-using-models.html"><a href="cha-using-models.html#sec:getBound"><i class="fa fa-check"></i><b>14.2.4</b> Getting distribution bounds for a node</a></li>
</ul></li>
<li class="chapter" data-level="14.3" data-path="cha-using-models.html"><a href="cha-using-models.html#sec:cdcalc-cdsim-cdgetl"><i class="fa fa-check"></i><b>14.3</b> Carrying out model calculations</a>
<ul>
<li class="chapter" data-level="14.3.1" data-path="cha-using-models.html"><a href="cha-using-models.html#core-model-operations-calculation-and-simulation"><i class="fa fa-check"></i><b>14.3.1</b> Core model operations: calculation and simulation</a></li>
<li class="chapter" data-level="14.3.2" data-path="cha-using-models.html"><a href="cha-using-models.html#sec:cdsimn-cdcalcn-cdget"><i class="fa fa-check"></i><b>14.3.2</b> Pre-defined nimbleFunctions for operating on model nodes: <em>simNodes</em>, <em>calcNodes</em>, and <em>getLogProbNodes</em></a></li>
<li class="chapter" data-level="14.3.3" data-path="cha-using-models.html"><a href="cha-using-models.html#sec:access-log-prob"><i class="fa fa-check"></i><b>14.3.3</b> Accessing log probabilities via <em>logProb</em> variables</a></li>
</ul></li>
</ul></li>
<li class="chapter" data-level="15" data-path="cha-data-structures.html"><a href="cha-data-structures.html"><i class="fa fa-check"></i><b>15</b> Data structures in NIMBLE</a>
<ul>
<li class="chapter" data-level="15.1" data-path="cha-data-structures.html"><a href="cha-data-structures.html#sec:modelValues-struct"><i class="fa fa-check"></i><b>15.1</b> The modelValues data structure</a>
<ul>
<li class="chapter" data-level="15.1.1" data-path="cha-data-structures.html"><a href="cha-data-structures.html#creating-modelvalues-objects"><i class="fa fa-check"></i><b>15.1.1</b> Creating modelValues objects</a></li>
<li class="chapter" data-level="15.1.2" data-path="cha-data-structures.html"><a href="cha-data-structures.html#sec:access-cont-modelv"><i class="fa fa-check"></i><b>15.1.2</b> Accessing contents of modelValues</a></li>
</ul></li>
<li class="chapter" data-level="15.2" data-path="cha-data-structures.html"><a href="cha-data-structures.html#sec:nimbleLists"><i class="fa fa-check"></i><b>15.2</b> The nimbleList data structure</a>
<ul>
<li class="chapter" data-level="15.2.1" data-path="cha-data-structures.html"><a href="cha-data-structures.html#sec:predef-nimbleLists"><i class="fa fa-check"></i><b>15.2.1</b> Pre-defined nimbleList types</a></li>
<li class="chapter" data-level="15.2.2" data-path="cha-data-structures.html"><a href="cha-data-structures.html#sec:eigen-nimFunctions"><i class="fa fa-check"></i><b>15.2.2</b> Using <em>eigen</em> and <em>svd</em> in nimbleFunctions</a></li>
</ul></li>
</ul></li>
<li class="chapter" data-level="16" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html"><i class="fa fa-check"></i><b>16</b> Writing nimbleFunctions to interact with models</a>
<ul>
<li class="chapter" data-level="16.1" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#sec:writ-nimble-funct"><i class="fa fa-check"></i><b>16.1</b> Overview</a></li>
<li class="chapter" data-level="16.2" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#sec:using-comp-nimbl"><i class="fa fa-check"></i><b>16.2</b> Using and compiling nimbleFunctions</a></li>
<li class="chapter" data-level="16.3" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#writing-setup-code"><i class="fa fa-check"></i><b>16.3</b> Writing setup code</a>
<ul>
<li class="chapter" data-level="16.3.1" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#useful-tools-for-setup-functions"><i class="fa fa-check"></i><b>16.3.1</b> Useful tools for setup functions</a></li>
<li class="chapter" data-level="16.3.2" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#sec:access-modify-numer"><i class="fa fa-check"></i><b>16.3.2</b> Accessing and modifying numeric values from setup</a></li>
<li class="chapter" data-level="16.3.3" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#determining-numeric-types-in-nimblefunctions"><i class="fa fa-check"></i><b>16.3.3</b> Determining numeric types in nimbleFunctions</a></li>
<li class="chapter" data-level="16.3.4" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#sec:determ-pers-texttts"><i class="fa fa-check"></i><b>16.3.4</b> Control of setup outputs</a></li>
</ul></li>
<li class="chapter" data-level="16.4" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#sec:nimble-lang-comp"><i class="fa fa-check"></i><b>16.4</b> Writing run code</a>
<ul>
<li class="chapter" data-level="16.4.1" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#sec:driv-models:-calc"><i class="fa fa-check"></i><b>16.4.1</b> Driving models: <em>calculate</em>, <em>calculateDiff</em>, <em>simulate</em>, <em>getLogProb</em></a></li>
<li class="chapter" data-level="16.4.2" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#getting-and-setting-variable-and-node-values"><i class="fa fa-check"></i><b>16.4.2</b> Getting and setting variable and node values</a></li>
<li class="chapter" data-level="16.4.3" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#getting-parameter-values-and-node-bounds"><i class="fa fa-check"></i><b>16.4.3</b> Getting parameter values and node bounds</a></li>
<li class="chapter" data-level="16.4.4" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#sec:access-model-modelv"><i class="fa fa-check"></i><b>16.4.4</b> Using modelValues objects</a></li>
<li class="chapter" data-level="16.4.5" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#sec:using-model-variable"><i class="fa fa-check"></i><b>16.4.5</b> Using model variables and modelValues in expressions</a></li>
<li class="chapter" data-level="16.4.6" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#sec:incl-other-meth"><i class="fa fa-check"></i><b>16.4.6</b> Including other methods in a nimbleFunction</a></li>
<li class="chapter" data-level="16.4.7" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#sec:using-other-nimbl"><i class="fa fa-check"></i><b>16.4.7</b> Using other nimbleFunctions</a></li>
<li class="chapter" data-level="16.4.8" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#sec:virt-nimbl-nimbl"><i class="fa fa-check"></i><b>16.4.8</b> Virtual nimbleFunctions and nimbleFunctionLists</a></li>
<li class="chapter" data-level="16.4.9" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#character-objects"><i class="fa fa-check"></i><b>16.4.9</b> Character objects</a></li>
<li class="chapter" data-level="16.4.10" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#sec:user-defined-data"><i class="fa fa-check"></i><b>16.4.10</b> User-defined data structures</a></li>
</ul></li>
<li class="chapter" data-level="16.5" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#sec:user-samplers"><i class="fa fa-check"></i><b>16.5</b> Example: writing user-defined samplers to extend NIMBLE’s MCMC engine</a>
<ul>
<li class="chapter" data-level="16.5.1" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#user-defined-samplers-and-posterior-predictive-nodes"><i class="fa fa-check"></i><b>16.5.1</b> User-defined samplers and posterior predictive nodes</a></li>
</ul></li>
<li class="chapter" data-level="16.6" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#copying-nimblefunctions-and-nimble-models"><i class="fa fa-check"></i><b>16.6</b> Copying nimbleFunctions (and NIMBLE models)</a></li>
<li class="chapter" data-level="16.7" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#sec:debugging"><i class="fa fa-check"></i><b>16.7</b> Debugging nimbleFunctions</a></li>
<li class="chapter" data-level="16.8" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#timing-nimblefunctions-with-run.time"><i class="fa fa-check"></i><b>16.8</b> Timing nimbleFunctions with <em>run.time</em></a></li>
<li class="chapter" data-level="16.9" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#clearing-and-unloading-compiled-objects"><i class="fa fa-check"></i><b>16.9</b> Clearing and unloading compiled objects</a></li>
<li class="chapter" data-level="16.10" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#reducing-memory-usage"><i class="fa fa-check"></i><b>16.10</b> Reducing memory usage</a></li>
</ul></li>
<li class="part"><span><b>V Automatic Derivatives in NIMBLE</b></span></li>
<li class="chapter" data-level="17" data-path="cha-AD.html"><a href="cha-AD.html"><i class="fa fa-check"></i><b>17</b> Automatic Derivatives</a>
<ul>
<li class="chapter" data-level="17.1" data-path="cha-AD.html"><a href="cha-AD.html#sec:use-derivs"><i class="fa fa-check"></i><b>17.1</b> How to turn on derivatives in a model</a></li>
<li class="chapter" data-level="17.2" data-path="cha-AD.html"><a href="cha-AD.html#sec:AD-user-def"><i class="fa fa-check"></i><b>17.2</b> How to support derivatives in user-defined functions and distributions</a></li>
<li class="chapter" data-level="17.3" data-path="cha-AD.html"><a href="cha-AD.html#what-operations-are-and-arent-supported-for-ad"><i class="fa fa-check"></i><b>17.3</b> What operations are and aren’t supported for AD</a></li>
<li class="chapter" data-level="17.4" data-path="cha-AD.html"><a href="cha-AD.html#basics-of-obtaining-derivatives-in-nimblefunctions"><i class="fa fa-check"></i><b>17.4</b> Basics of obtaining derivatives in <code>nimbleFunctions</code></a>
<ul>
<li class="chapter" data-level="17.4.1" data-path="cha-AD.html"><a href="cha-AD.html#checking-derivatives-with-uncompiled-execution"><i class="fa fa-check"></i><b>17.4.1</b> Checking derivatives with uncompiled execution</a></li>
<li class="chapter" data-level="17.4.2" data-path="cha-AD.html"><a href="cha-AD.html#sec:AD-holding-out"><i class="fa fa-check"></i><b>17.4.2</b> Holding some local variables out of derivative tracking</a></li>
<li class="chapter" data-level="17.4.3" data-path="cha-AD.html"><a href="cha-AD.html#sec:AD-multiple-NF"><i class="fa fa-check"></i><b>17.4.3</b> Using AD with multiple nimbleFunctions</a></li>
<li class="chapter" data-level="17.4.4" data-path="cha-AD.html"><a href="cha-AD.html#sec:understanding-more-AD"><i class="fa fa-check"></i><b>17.4.4</b> Understanding more about how AD works: <em>taping</em> of operations</a></li>
<li class="chapter" data-level="17.4.5" data-path="cha-AD.html"><a href="cha-AD.html#resetting-a-nimderivs-call"><i class="fa fa-check"></i><b>17.4.5</b> Resetting a <code>nimDerivs</code> call</a></li>
<li class="chapter" data-level="17.4.6" data-path="cha-AD.html"><a href="cha-AD.html#a-note-on-performance-benchmarking"><i class="fa fa-check"></i><b>17.4.6</b> A note on performance benchmarking</a></li>
</ul></li>
<li class="chapter" data-level="17.5" data-path="cha-AD.html"><a href="cha-AD.html#advanced-uses-double-taping"><i class="fa fa-check"></i><b>17.5</b> Advanced uses: double taping</a></li>
<li class="chapter" data-level="17.6" data-path="cha-AD.html"><a href="cha-AD.html#derivatives-involving-model-calculations"><i class="fa fa-check"></i><b>17.6</b> Derivatives involving model calculations</a>
<ul>
<li class="chapter" data-level="17.6.1" data-path="cha-AD.html"><a href="cha-AD.html#method-1-nimderivs-of-modelcalculate"><i class="fa fa-check"></i><b>17.6.1</b> Method 1: <code>nimDerivs</code> of <code>model$calculate</code></a></li>
<li class="chapter" data-level="17.6.2" data-path="cha-AD.html"><a href="cha-AD.html#method-2-nimderivs-of-a-method-that-calls-modelcalculate"><i class="fa fa-check"></i><b>17.6.2</b> Method 2: <code>nimDerivs</code> of a method that calls <code>model$calculate</code></a></li>
</ul></li>
<li class="chapter" data-level="17.7" data-path="cha-AD.html"><a href="cha-AD.html#sec:parameter-transform"><i class="fa fa-check"></i><b>17.7</b> Parameter transformations</a></li>
</ul></li>
<li class="chapter" data-level="18" data-path="example-maximum-likelihood-estimation-using-optim-with-gradients-from-nimderivs..html"><a href="example-maximum-likelihood-estimation-using-optim-with-gradients-from-nimderivs..html"><i class="fa fa-check"></i><b>18</b> Example: maximum likelihood estimation using <code>optim</code> with gradients from <code>nimDerivs</code>.</a></li>
<li class="chapter" data-level="" data-path="references.html"><a href="references.html"><i class="fa fa-check"></i>References</a></li>
</ul>
</nav>
</div>
<div class="book-body">
<div class="body-inner">
<div class="book-header" role="navigation">
<h1>
<i class="fa fa-circle-o-notch fa-spin"></i><a href="./"></a>
</h1>
</div>
<div class="page-wrapper" tabindex="-1" role="main">
<div class="page-inner">
<section class="normal" id="section-">
<!--bookdown:title:end-->
<!--bookdown:title:start-->
<div id="cha-welcome-nimble" class="section level1 hasAnchor" number="1">
<h1><span class="header-section-number">Chapter 1</span> Welcome to NIMBLE<a href="cha-welcome-nimble.html#cha-welcome-nimble" class="anchor-section" aria-label="Anchor link to header"></a></h1>
<p>NIMBLE is a system for building and sharing analysis methods for
statistical models from R, especially for hierarchical models and
computationally-intensive methods. While NIMBLE is embedded in R, it
goes beyond R by supporting separate programming of models and
algorithms along with compilation for fast execution.</p>
<p>As of version 1.4.2, NIMBLE has been around for a while and is
reasonably stable, but we have a lot of plans to expand and improve it. The
algorithm library provides MCMC with a lot of user control and ability to write
new samplers easily. Other algorithms include Laplace approximation, adaptive
Gauss-Hermite quadrature (AGHQ) approximation, INLA-like nested approximation, and Monte Carlo Expectation Maximization (MCEM). Some
algorithms and model components are provided in separate packages, including
nimbleHMC (Hamiltonian Monte Carlo with the no U-turn sampler), nimbleSMC
(particle filtering, particle MCMC, iterated particle filtering, and ensemble
Kalman Filter), nimbleEcology (ecological model components), and nimbleSCR
(spatial capture-recapture).</p>
<p>But NIMBLE is about much more than providing an algorithm library. It
provides a language for writing model-generic algorithms. We hope you
will program in NIMBLE and make an R package providing your method.
Of course, NIMBLE is open source, so we also hope you’ll contribute to
its development.</p>
<p>Please join the mailing lists
(see <a href="https://r-nimble.org/groups-and-issues">R-nimble.org/groups-and-issues</a>) and help improve NIMBLE by
telling us what you want to do with it, what you like, and what could
be better. We have a lot of ideas for how to improve it, but we want
your help and ideas too. You can also follow and contribute to
developer discussions on
<a href="https://github.com/nimble-dev/nimble">our GitHub
repository</a>.</p>
<p>If you use NIMBLE in your work, please cite us, as this helps justify past and future funding
for the development of NIMBLE. For more information, please call <code>citation('nimble')</code> in R.</p>
<div id="sec:what-is-nimble" class="section level2 hasAnchor" number="1.1">
<h2><span class="header-section-number">1.1</span> What does NIMBLE do?<a href="cha-welcome-nimble.html#sec:what-is-nimble" class="anchor-section" aria-label="Anchor link to header"></a></h2>
<p>NIMBLE makes it easier to program statistical algorithms that will run
efficiently and work on many different models from R.</p>
<p>You can think of NIMBLE as comprising four pieces:</p>
<ol style="list-style-type: decimal">
<li>A system for writing statistical models flexibly, which is an
extension of the BUGS language<a href="#fn1" class="footnote-ref" id="fnref1"><sup>1</sup></a>.</li>
<li>A library of algorithms such as MCMC.</li>
<li>A language, called NIMBLE, embedded within and similar in style
to R, for writing algorithms that operate on models written in BUGS.</li>
<li>A compiler that generates C++ for your models and algorithms,
compiles that C++, and lets you use it seamlessly from R without
knowing anything about C++.</li>
</ol>
<p>NIMBLE stands for Numerical Inference for statistical Models for
Bayesian and Likelihood Estimation.</p>
<p>Although NIMBLE was motivated by algorithms for hierarchical
statistical models, it’s useful for other goals too. You could use it
for simpler models. And since NIMBLE can automatically compile R-like
functions into C++ that use the Eigen library for fast linear algebra,
you can use it to program fast numerical functions without any model
involved<a href="#fn2" class="footnote-ref" id="fnref2"><sup>2</sup></a>.</p>
<p>One of the beauties of R is that many of the high-level analysis
functions are themselves written in R, so it is easy to see their code and modify
them. The same is true for NIMBLE: the algorithms are themselves
written in the NIMBLE language.</p>
</div>
<div id="how-to-use-this-manual" class="section level2 hasAnchor" number="1.2">
<h2><span class="header-section-number">1.2</span> How to use this manual<a href="cha-welcome-nimble.html#how-to-use-this-manual" class="anchor-section" aria-label="Anchor link to header"></a></h2>
<p>We suggest everyone start with the Lightning Introduction in Chapter <a href="cha-lightning-intro.html#cha-lightning-intro">2</a>.</p>
<p>Then, if you want to jump into using NIMBLE’s algorithms without learning
about NIMBLE’s programming system, go to Part II to
learn how to build your model and Part III to learn
how to apply NIMBLE’s built-in algorithms to your model.</p>
<p>If you want to learn about NIMBLE programming (nimbleFunctions), go to Part IV. This teaches how to program user-defined
function or distributions to use in BUGS code, compile your R code for
faster operations, and write algorithms with NIMBLE. These algorithms
could be specific algorithms for your particular model (such as a
user-defined MCMC sampler for a parameter in your model) or general
algorithms you can distribute to others. In fact the algorithms
provided as part of NIMBLE and described in Part III
are written as nimbleFunctions.</p>
<!--- % See http://yihui.name/knitr/demo/child/ for documentation on the parent/child document system of knitr -->
</div>
</div>
<div class="footnotes">
<hr />
<ol start="1">
<li id="fn1"><p>See Chapter
<a href="cha-writing-models.html#cha-writing-models">5</a> for information about NIMBLE’s version of
BUGS.<a href="cha-welcome-nimble.html#fnref1" class="footnote-back">↩︎</a></p></li>
<li id="fn2"><p>The packages <a href="http://www.rcpp.org/">Rcpp</a> and
RcppEigen provide different ways of connecting C++, the Eigen
library and R. In those packages you program directly in C++, while
in NIMBLE you program in R in a nimbleFunction and the NIMBLE compiler
turns it into C++.<a href="cha-welcome-nimble.html#fnref2" class="footnote-back">↩︎</a></p></li>
</ol>
</div>
</section>
</div>
</div>
</div>
<a href="cha-lightning-intro.html" class="navigation navigation-next navigation-unique" aria-label="Next page"><i class="fa fa-angle-right"></i></a>
</div>
</div>
<script src="libs/gitbook-2.6.7/js/app.min.js"></script>
<script src="libs/gitbook-2.6.7/js/clipboard.min.js"></script>
<script src="libs/gitbook-2.6.7/js/plugin-search.js"></script>
<script src="libs/gitbook-2.6.7/js/plugin-sharing.js"></script>
<script src="libs/gitbook-2.6.7/js/plugin-fontsettings.js"></script>
<script src="libs/gitbook-2.6.7/js/plugin-bookdown.js"></script>
<script src="libs/gitbook-2.6.7/js/jquery.highlight.js"></script>
<script src="libs/gitbook-2.6.7/js/plugin-clipboard.js"></script>
<script>
gitbook.require(["gitbook"], function(gitbook) {
gitbook.start({
"sharing": {
"github": false,
"facebook": true,
"twitter": true,
"linkedin": false,
"weibo": false,
"instapaper": false,
"vk": false,
"whatsapp": false,
"all": ["facebook", "twitter", "linkedin", "weibo", "instapaper"]
},
"fontsettings": {
"theme": "white",
"family": "sans",
"size": 2
},
"edit": {
"link": null,
"text": null
},
"history": {
"link": null,
"text": null
},
"view": {
"link": null,
"text": null
},
"download": ["NimbleUserManual.pdf", "NimbleUserManual.epub"],
"search": {
"engine": "fuse",
"options": null
},
"toc": {
"collapse": "subsection"
},
"toc_depth": 3
});
});
</script>
<!-- dynamically load mathjax for compatibility with self-contained -->
<script>
(function () {
var script = document.createElement("script");
script.type = "text/javascript";
var src = "true";
if (src === "" || src === "true") src = "https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.9/latest.js?config=TeX-MML-AM_CHTML";
if (location.protocol !== "file:")
if (/^https?:/.test(src))
src = src.replace(/^https?:/, '');
script.src = src;
document.getElementsByTagName("head")[0].appendChild(script);
})();
</script>
</body>
</html>