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<ul class="summary">
<img src="./nimble-icon.png"
     width=100>
<li><a href="./cha-welcome-nimble.html">NIMBLE User Manual, Version 1.3.0</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>
</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>MCMCsuite</em> and <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, MCEM, Laplace approximation and quadrature</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>
<li class="chapter" data-level="8.3" data-path="cha-algos-provided.html"><a href="cha-algos-provided.html#laplace-approximation-and-adaptive-gauss-hermite-quadrature"><i class="fa fa-check"></i><b>8.3</b> Laplace approximation and adaptive Gauss-Hermite quadrature</a></li>
</ul></li>
<li class="chapter" data-level="9" data-path="cha-spatial.html"><a href="cha-spatial.html"><i class="fa fa-check"></i><b>9</b> Spatial models</a>
<ul>
<li class="chapter" data-level="9.1" data-path="cha-spatial.html"><a href="cha-spatial.html#intrinsic-gaussian-car-model-dcar_normal"><i class="fa fa-check"></i><b>9.1</b> Intrinsic Gaussian CAR model: <em>dcar_normal</em></a>
<ul>
<li class="chapter" data-level="9.1.1" data-path="cha-spatial.html"><a href="cha-spatial.html#specification-and-density"><i class="fa fa-check"></i><b>9.1.1</b> Specification and density</a></li>
<li class="chapter" data-level="9.1.2" data-path="cha-spatial.html"><a href="cha-spatial.html#example"><i class="fa fa-check"></i><b>9.1.2</b> Example</a></li>
</ul></li>
<li class="chapter" data-level="9.2" data-path="cha-spatial.html"><a href="cha-spatial.html#proper-gaussian-car-model-dcar_proper"><i class="fa fa-check"></i><b>9.2</b> Proper Gaussian CAR model: <em>dcar_proper</em></a>
<ul>
<li class="chapter" data-level="9.2.1" data-path="cha-spatial.html"><a href="cha-spatial.html#specification-and-density-1"><i class="fa fa-check"></i><b>9.2.1</b> Specification and density</a></li>
<li class="chapter" data-level="9.2.2" data-path="cha-spatial.html"><a href="cha-spatial.html#example-1"><i class="fa fa-check"></i><b>9.2.2</b> Example</a></li>
</ul></li>
<li class="chapter" data-level="9.3" data-path="cha-spatial.html"><a href="cha-spatial.html#sec:spatial-mcmc-sampling-car"><i class="fa fa-check"></i><b>9.3</b> MCMC Sampling of CAR models</a>
<ul>
<li class="chapter" data-level="9.3.1" data-path="cha-spatial.html"><a href="cha-spatial.html#initial-values"><i class="fa fa-check"></i><b>9.3.1</b> Initial values</a></li>
<li class="chapter" data-level="9.3.2" data-path="cha-spatial.html"><a href="cha-spatial.html#zero-neighbor-regions"><i class="fa fa-check"></i><b>9.3.2</b> Zero-neighbor regions</a></li>
<li class="chapter" data-level="9.3.3" data-path="cha-spatial.html"><a href="cha-spatial.html#zero-mean-constraint"><i class="fa fa-check"></i><b>9.3.3</b> Zero-mean constraint</a></li>
</ul></li>
</ul></li>
<li class="chapter" data-level="10" data-path="cha-bnp.html"><a href="cha-bnp.html"><i class="fa fa-check"></i><b>10</b> Bayesian nonparametric models</a>
<ul>
<li class="chapter" data-level="10.1" data-path="cha-bnp.html"><a href="cha-bnp.html#sec:bnpmixtures"><i class="fa fa-check"></i><b>10.1</b> Bayesian nonparametric mixture models</a></li>
<li class="chapter" data-level="10.2" data-path="cha-bnp.html"><a href="cha-bnp.html#sec:crp"><i class="fa fa-check"></i><b>10.2</b> Chinese Restaurant Process model</a>
<ul>
<li class="chapter" data-level="10.2.1" data-path="cha-bnp.html"><a href="cha-bnp.html#specification-and-density-2"><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-bnp.html"><a href="cha-bnp.html#sec:excrp"><i class="fa fa-check"></i><b>10.2.2</b> Example</a></li>
<li class="chapter" data-level="10.2.3" data-path="cha-bnp.html"><a href="cha-bnp.html#sec:extensionscrp"><i class="fa fa-check"></i><b>10.2.3</b> Extensions</a></li>
</ul></li>
<li class="chapter" data-level="10.3" data-path="cha-bnp.html"><a href="cha-bnp.html#sec:sb"><i class="fa fa-check"></i><b>10.3</b> Stick-breaking model</a>
<ul>
<li class="chapter" data-level="10.3.1" data-path="cha-bnp.html"><a href="cha-bnp.html#specification-and-function"><i class="fa fa-check"></i><b>10.3.1</b> Specification and function</a></li>
<li class="chapter" data-level="10.3.2" data-path="cha-bnp.html"><a href="cha-bnp.html#sec:exsb"><i class="fa fa-check"></i><b>10.3.2</b> Example</a></li>
</ul></li>
<li class="chapter" data-level="10.4" data-path="cha-bnp.html"><a href="cha-bnp.html#mcmc-sampling-of-bnp-models"><i class="fa fa-check"></i><b>10.4</b> MCMC sampling of BNP models</a>
<ul>
<li class="chapter" data-level="10.4.1" data-path="cha-bnp.html"><a href="cha-bnp.html#sec:mcmcdcrp"><i class="fa fa-check"></i><b>10.4.1</b> Sampling CRP models</a></li>
<li class="chapter" data-level="10.4.2" data-path="cha-bnp.html"><a href="cha-bnp.html#sec:mcmcsb"><i class="fa fa-check"></i><b>10.4.2</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="11" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html"><i class="fa fa-check"></i><b>11</b> Writing simple nimbleFunctions</a>
<ul>
<li class="chapter" data-level="11.1" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:RC-intro"><i class="fa fa-check"></i><b>11.1</b> Introduction to simple nimbleFunctions</a></li>
<li class="chapter" data-level="11.2" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:r-fiunctions-implemented"><i class="fa fa-check"></i><b>11.2</b> R functions (or variants) implemented in NIMBLE</a>
<ul>
<li class="chapter" data-level="11.2.1" 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>11.2.1</b> Finding help for NIMBLE’s versions of R functions</a></li>
<li class="chapter" data-level="11.2.2" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#basic-operations"><i class="fa fa-check"></i><b>11.2.2</b> Basic operations</a></li>
<li class="chapter" data-level="11.2.3" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:basic-math-linear"><i class="fa fa-check"></i><b>11.2.3</b> Math and linear algebra</a></li>
<li class="chapter" data-level="11.2.4" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:nimble-dist-funs"><i class="fa fa-check"></i><b>11.2.4</b> Distribution functions</a></li>
<li class="chapter" data-level="11.2.5" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:basic-flow-control"><i class="fa fa-check"></i><b>11.2.5</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="11.2.6" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:print"><i class="fa fa-check"></i><b>11.2.6</b> <em>print</em> and <em>cat</em></a></li>
<li class="chapter" data-level="11.2.7" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:check-user-interr"><i class="fa fa-check"></i><b>11.2.7</b> Checking for user interrupts: <em>checkInterrupt</em></a></li>
<li class="chapter" data-level="11.2.8" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#optimization-optim-and-nimoptim"><i class="fa fa-check"></i><b>11.2.8</b> Optimization: <em>optim</em> and <em>nimOptim</em></a></li>
<li class="chapter" data-level="11.2.9" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#integration-integrate-and-nimintegrate"><i class="fa fa-check"></i><b>11.2.9</b> Integration: <em>integrate</em> and <em>nimIntegrate</em></a></li>
<li class="chapter" data-level="11.2.10" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:altern-keyw-some"><i class="fa fa-check"></i><b>11.2.10</b> ‘nim’ synonyms for some functions</a></li>
</ul></li>
<li class="chapter" data-level="11.3" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:how-nimble-handles"><i class="fa fa-check"></i><b>11.3</b> How NIMBLE handles types of variables</a>
<ul>
<li class="chapter" data-level="11.3.1" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:nimbleList-RCFuns"><i class="fa fa-check"></i><b>11.3.1</b> nimbleList data structures</a></li>
<li class="chapter" data-level="11.3.2" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:how-types-work"><i class="fa fa-check"></i><b>11.3.2</b> How numeric types work</a></li>
</ul></li>
<li class="chapter" data-level="11.4" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:decl-argum-return"><i class="fa fa-check"></i><b>11.4</b> Declaring argument and return types</a></li>
<li class="chapter" data-level="11.5" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:comp-nimbl-pass"><i class="fa fa-check"></i><b>11.5</b> Compiled nimbleFunctions pass arguments by reference</a></li>
<li class="chapter" data-level="11.6" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:calling-external-code"><i class="fa fa-check"></i><b>11.6</b> Calling external compiled code</a></li>
<li class="chapter" data-level="11.7" data-path="cha-RCfunctions.html"><a href="cha-RCfunctions.html#sec:calling-R-code"><i class="fa fa-check"></i><b>11.7</b> Calling uncompiled R functions from compiled nimbleFunctions</a></li>
</ul></li>
<li class="chapter" data-level="12" data-path="cha-user-defined.html"><a href="cha-user-defined.html"><i class="fa fa-check"></i><b>12</b> Creating user-defined distributions and functions for models</a>
<ul>
<li class="chapter" data-level="12.1" data-path="cha-user-defined.html"><a href="cha-user-defined.html#sec:user-functions"><i class="fa fa-check"></i><b>12.1</b> User-defined functions</a></li>
<li class="chapter" data-level="12.2" data-path="cha-user-defined.html"><a href="cha-user-defined.html#sec:user-distributions"><i class="fa fa-check"></i><b>12.2</b> User-defined distributions</a>
<ul>
<li class="chapter" data-level="12.2.1" data-path="cha-user-defined.html"><a href="cha-user-defined.html#sec:registerDistributions"><i class="fa fa-check"></i><b>12.2.1</b> Using <em>registerDistributions</em> for alternative parameterizations and providing other information</a></li>
</ul></li>
<li class="chapter" data-level="12.3" data-path="cha-user-defined.html"><a href="cha-user-defined.html#sec:adv-user-def"><i class="fa fa-check"></i><b>12.3</b> Advanced user-defined functions and distributions</a></li>
<li class="chapter" data-level="12.4" data-path="cha-user-defined.html"><a href="cha-user-defined.html#sec:user-macros"><i class="fa fa-check"></i><b>12.4</b> User-defined model macros</a></li>
</ul></li>
<li class="chapter" data-level="13" data-path="cha-using-models.html"><a href="cha-using-models.html"><i class="fa fa-check"></i><b>13</b> Working with NIMBLE models</a>
<ul>
<li class="chapter" data-level="13.1" data-path="cha-using-models.html"><a href="cha-using-models.html#sec:accessing-variables"><i class="fa fa-check"></i><b>13.1</b> The variables and nodes in a NIMBLE model</a>
<ul>
<li class="chapter" data-level="13.1.1" data-path="cha-using-models.html"><a href="cha-using-models.html#sec:get-nodes"><i class="fa fa-check"></i><b>13.1.1</b> Determining the nodes in a model</a></li>
<li class="chapter" data-level="13.1.2" data-path="cha-using-models.html"><a href="cha-using-models.html#sec:introduced-nodes"><i class="fa fa-check"></i><b>13.1.2</b> Understanding lifted nodes</a></li>
<li class="chapter" data-level="13.1.3" data-path="cha-using-models.html"><a href="cha-using-models.html#sec:cdgetdependencies"><i class="fa fa-check"></i><b>13.1.3</b> Determining dependencies in a model</a></li>
</ul></li>
<li class="chapter" data-level="13.2" data-path="cha-using-models.html"><a href="cha-using-models.html#sec:nodeInfo"><i class="fa fa-check"></i><b>13.2</b> Accessing information about nodes and variables</a>
<ul>
<li class="chapter" data-level="13.2.1" 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>13.2.1</b> Getting distributional information about a node</a></li>
<li class="chapter" data-level="13.2.2" data-path="cha-using-models.html"><a href="cha-using-models.html#getting-information-about-a-distribution"><i class="fa fa-check"></i><b>13.2.2</b> Getting information about a distribution</a></li>
<li class="chapter" data-level="13.2.3" data-path="cha-using-models.html"><a href="cha-using-models.html#sec:getParam"><i class="fa fa-check"></i><b>13.2.3</b> Getting distribution parameter values for a node</a></li>
<li class="chapter" data-level="13.2.4" data-path="cha-using-models.html"><a href="cha-using-models.html#sec:getBound"><i class="fa fa-check"></i><b>13.2.4</b> Getting distribution bounds for a node</a></li>
</ul></li>
<li class="chapter" data-level="13.3" data-path="cha-using-models.html"><a href="cha-using-models.html#sec:cdcalc-cdsim-cdgetl"><i class="fa fa-check"></i><b>13.3</b> Carrying out model calculations</a>
<ul>
<li class="chapter" data-level="13.3.1" 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>13.3.1</b> Core model operations: calculation and simulation</a></li>
<li class="chapter" data-level="13.3.2" data-path="cha-using-models.html"><a href="cha-using-models.html#sec:cdsimn-cdcalcn-cdget"><i class="fa fa-check"></i><b>13.3.2</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="13.3.3" data-path="cha-using-models.html"><a href="cha-using-models.html#sec:access-log-prob"><i class="fa fa-check"></i><b>13.3.3</b> Accessing log probabilities via <em>logProb</em> variables</a></li>
</ul></li>
</ul></li>
<li class="chapter" data-level="14" data-path="cha-data-structures.html"><a href="cha-data-structures.html"><i class="fa fa-check"></i><b>14</b> Data structures in NIMBLE</a>
<ul>
<li class="chapter" data-level="14.1" data-path="cha-data-structures.html"><a href="cha-data-structures.html#sec:modelValues-struct"><i class="fa fa-check"></i><b>14.1</b> The modelValues data structure</a>
<ul>
<li class="chapter" data-level="14.1.1" data-path="cha-data-structures.html"><a href="cha-data-structures.html#creating-modelvalues-objects"><i class="fa fa-check"></i><b>14.1.1</b> Creating modelValues objects</a></li>
<li class="chapter" data-level="14.1.2" data-path="cha-data-structures.html"><a href="cha-data-structures.html#sec:access-cont-modelv"><i class="fa fa-check"></i><b>14.1.2</b> Accessing contents of modelValues</a></li>
</ul></li>
<li class="chapter" data-level="14.2" data-path="cha-data-structures.html"><a href="cha-data-structures.html#sec:nimbleLists"><i class="fa fa-check"></i><b>14.2</b> The nimbleList data structure</a>
<ul>
<li class="chapter" data-level="14.2.1" data-path="cha-data-structures.html"><a href="cha-data-structures.html#sec:predef-nimbleLists"><i class="fa fa-check"></i><b>14.2.1</b> Pre-defined nimbleList types</a></li>
<li class="chapter" data-level="14.2.2" data-path="cha-data-structures.html"><a href="cha-data-structures.html#sec:eigen-nimFunctions"><i class="fa fa-check"></i><b>14.2.2</b> Using <em>eigen</em> and <em>svd</em> in nimbleFunctions</a></li>
</ul></li>
</ul></li>
<li class="chapter" data-level="15" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html"><i class="fa fa-check"></i><b>15</b> Writing nimbleFunctions to interact with models</a>
<ul>
<li class="chapter" data-level="15.1" 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>15.1</b> Overview</a></li>
<li class="chapter" data-level="15.2" 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>15.2</b> Using and compiling nimbleFunctions</a></li>
<li class="chapter" data-level="15.3" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#writing-setup-code"><i class="fa fa-check"></i><b>15.3</b> Writing setup code</a>
<ul>
<li class="chapter" data-level="15.3.1" 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>15.3.1</b> Useful tools for setup functions</a></li>
<li class="chapter" data-level="15.3.2" 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>15.3.2</b> Accessing and modifying numeric values from setup</a></li>
<li class="chapter" data-level="15.3.3" 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>15.3.3</b> Determining numeric types in nimbleFunctions</a></li>
<li class="chapter" data-level="15.3.4" 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>15.3.4</b> Control of setup outputs</a></li>
</ul></li>
<li class="chapter" data-level="15.4" 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>15.4</b> Writing run code</a>
<ul>
<li class="chapter" data-level="15.4.1" 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>15.4.1</b> Driving models: <em>calculate</em>, <em>calculateDiff</em>, <em>simulate</em>, <em>getLogProb</em></a></li>
<li class="chapter" data-level="15.4.2" 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>15.4.2</b> Getting and setting variable and node values</a></li>
<li class="chapter" data-level="15.4.3" 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>15.4.3</b> Getting parameter values and node bounds</a></li>
<li class="chapter" data-level="15.4.4" 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>15.4.4</b> Using modelValues objects</a></li>
<li class="chapter" data-level="15.4.5" 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>15.4.5</b> Using model variables and modelValues in expressions</a></li>
<li class="chapter" data-level="15.4.6" 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>15.4.6</b> Including other methods in a nimbleFunction</a></li>
<li class="chapter" data-level="15.4.7" 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>15.4.7</b> Using other nimbleFunctions</a></li>
<li class="chapter" data-level="15.4.8" 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>15.4.8</b> Virtual nimbleFunctions and nimbleFunctionLists</a></li>
<li class="chapter" data-level="15.4.9" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#character-objects"><i class="fa fa-check"></i><b>15.4.9</b> Character objects</a></li>
<li class="chapter" data-level="15.4.10" 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>15.4.10</b> User-defined data structures</a></li>
</ul></li>
<li class="chapter" data-level="15.5" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#sec:user-samplers"><i class="fa fa-check"></i><b>15.5</b> Example: writing user-defined samplers to extend NIMBLE’s MCMC engine</a>
<ul>
<li class="chapter" data-level="15.5.1" 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>15.5.1</b> User-defined samplers and posterior predictive nodes</a></li>
</ul></li>
<li class="chapter" data-level="15.6" 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>15.6</b> Copying nimbleFunctions (and NIMBLE models)</a></li>
<li class="chapter" data-level="15.7" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#sec:debugging"><i class="fa fa-check"></i><b>15.7</b> Debugging nimbleFunctions</a></li>
<li class="chapter" data-level="15.8" 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>15.8</b> Timing nimbleFunctions with <em>run.time</em></a></li>
<li class="chapter" data-level="15.9" 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>15.9</b> Clearing and unloading compiled objects</a></li>
<li class="chapter" data-level="15.10" data-path="cha-progr-with-models.html"><a href="cha-progr-with-models.html#reducing-memory-usage"><i class="fa fa-check"></i><b>15.10</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="16" data-path="cha-AD.html"><a href="cha-AD.html"><i class="fa fa-check"></i><b>16</b> Automatic Derivatives</a>
<ul>
<li class="chapter" data-level="16.1" data-path="cha-AD.html"><a href="cha-AD.html#sec:use-derivs"><i class="fa fa-check"></i><b>16.1</b> How to turn on derivatives in a model</a>
<ul>
<li class="chapter" data-level="16.1.1" data-path="cha-AD.html"><a href="cha-AD.html#finish-setting-up-the-glmm-example"><i class="fa fa-check"></i><b>16.1.1</b> Finish setting up the GLMM example</a></li>
</ul></li>
<li class="chapter" data-level="16.2" data-path="cha-AD.html"><a href="cha-AD.html#sec:AD-laplace"><i class="fa fa-check"></i><b>16.2</b> How to use Laplace approximation and adaptive Gauss-Hermite quadrature</a>
<ul>
<li class="chapter" data-level="16.2.1" data-path="cha-AD.html"><a href="cha-AD.html#using-the-laplace-approximation-methods-directly"><i class="fa fa-check"></i><b>16.2.1</b> Using the Laplace approximation methods directly</a></li>
<li class="chapter" data-level="16.2.2" data-path="cha-AD.html"><a href="cha-AD.html#changing-the-optimization-methods"><i class="fa fa-check"></i><b>16.2.2</b> Changing the optimization methods</a></li>
</ul></li>
<li class="chapter" data-level="16.3" data-path="cha-AD.html"><a href="cha-AD.html#sec:AD-user-def"><i class="fa fa-check"></i><b>16.3</b> How to support derivatives in user-defined functions and distributions</a></li>
<li class="chapter" data-level="16.4" 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>16.4</b> What operations are and aren’t supported for AD</a></li>
<li class="chapter" data-level="16.5" data-path="cha-AD.html"><a href="cha-AD.html#basics-of-obtaining-derivatives-in-nimblefunctions"><i class="fa fa-check"></i><b>16.5</b> Basics of obtaining derivatives in <code>nimbleFunctions</code></a>
<ul>
<li class="chapter" data-level="16.5.1" data-path="cha-AD.html"><a href="cha-AD.html#checking-derivatives-with-uncompiled-execution"><i class="fa fa-check"></i><b>16.5.1</b> Checking derivatives with uncompiled execution</a></li>
<li class="chapter" data-level="16.5.2" data-path="cha-AD.html"><a href="cha-AD.html#sec:AD-holding-out"><i class="fa fa-check"></i><b>16.5.2</b> Holding some local variables out of derivative tracking</a></li>
<li class="chapter" data-level="16.5.3" data-path="cha-AD.html"><a href="cha-AD.html#sec:AD-multiple-NF"><i class="fa fa-check"></i><b>16.5.3</b> Using AD with multiple nimbleFunctions</a></li>
<li class="chapter" data-level="16.5.4" data-path="cha-AD.html"><a href="cha-AD.html#sec:understanding-more-AD"><i class="fa fa-check"></i><b>16.5.4</b> Understanding more about how AD works: <em>taping</em> of operations</a></li>
<li class="chapter" data-level="16.5.5" data-path="cha-AD.html"><a href="cha-AD.html#resetting-a-nimderivs-call"><i class="fa fa-check"></i><b>16.5.5</b> Resetting a <code>nimDerivs</code> call</a></li>
<li class="chapter" data-level="16.5.6" data-path="cha-AD.html"><a href="cha-AD.html#a-note-on-performance-benchmarking"><i class="fa fa-check"></i><b>16.5.6</b> A note on performance benchmarking</a></li>
</ul></li>
<li class="chapter" data-level="16.6" data-path="cha-AD.html"><a href="cha-AD.html#advanced-uses-double-taping"><i class="fa fa-check"></i><b>16.6</b> Advanced uses: double taping</a></li>
<li class="chapter" data-level="16.7" data-path="cha-AD.html"><a href="cha-AD.html#derivatives-involving-model-calculations"><i class="fa fa-check"></i><b>16.7</b> Derivatives involving model calculations</a>
<ul>
<li class="chapter" data-level="16.7.1" data-path="cha-AD.html"><a href="cha-AD.html#method-1-nimderivs-of-modelcalculate"><i class="fa fa-check"></i><b>16.7.1</b> Method 1: <code>nimDerivs</code> of <code>model$calculate</code></a></li>
<li class="chapter" data-level="16.7.2" data-path="cha-AD.html"><a href="cha-AD.html#method-2-nimderivs-of-a-method-that-calls-modelcalculate"><i class="fa fa-check"></i><b>16.7.2</b> Method 2: <code>nimDerivs</code> of a method that calls <code>model$calculate</code></a></li>
</ul></li>
<li class="chapter" data-level="16.8" data-path="cha-AD.html"><a href="cha-AD.html#sec:parameter-transform"><i class="fa fa-check"></i><b>16.8</b> Parameter transformations</a></li>
</ul></li>
<li class="chapter" data-level="17" 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>17</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>
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            <section class="normal" id="section-">
<div id="cha-more-introduction" class="section level1 hasAnchor" number="3">
<h1><span class="header-section-number">Chapter 3</span> More introduction<a href="cha-more-introduction.html#cha-more-introduction" class="anchor-section" aria-label="Anchor link to header"></a></h1>
<p>Now that we have shown a brief example, we will introduce more about
the concepts and design of NIMBLE.</p>
<p>One of the most important concepts behind NIMBLE is to allow a
combination of high-level processing in R and low-level processing in
C++. For example, when we write a Metropolis-Hastings MCMC sampler in
the NIMBLE language, the inspection of the model structure related to
one node is done in R, and the actual sampler calculations are done in
C++. This separation between <em>setup</em> and <em>run</em> steps
will become clearer as we go.</p>
<div id="nimble-adopts-and-extends-the-bugs-language-for-specifying-models" class="section level2 hasAnchor" number="3.1">
<h2><span class="header-section-number">3.1</span> NIMBLE adopts and extends the BUGS language for specifying models<a href="cha-more-introduction.html#nimble-adopts-and-extends-the-bugs-language-for-specifying-models" class="anchor-section" aria-label="Anchor link to header"></a></h2>
<p>We adopted the BUGS language, and we have extended it to make it more
flexible. The BUGS language became widely used in WinBUGS, then in
OpenBUGS and JAGS. These systems all provide automatically-generated
MCMC algorithms, but we have adopted only the language for describing
models, not their systems for generating MCMCs.</p>
<p>NIMBLE extends BUGS by:</p>
<ol style="list-style-type: decimal">
<li>allowing you to write new functions and
distributions and use them in BUGS models;</li>
<li>allowing you to define multiple models in the same code using
conditionals evaluated when the BUGS code is processed;</li>
<li>supporting a variety of more flexible syntax such as R-like
named parameters and more general algebraic expressions.</li>
</ol>
<p>By supporting new functions and distributions, NIMBLE makes BUGS an
extensible language, which is a major departure from previous
packages that implement BUGS.</p>
<p>We adopted BUGS because it has been so successful, with over 30,000
users by the time they stopped counting
<span class="citation">(<a href="references.html#ref-Lunn_Spiegelhalter_Thomas_Best_2009">Lunn et al. 2009</a>)</span>. Many papers and books
provide BUGS code as a way to document their statistical models. We
describe NIMBLE’s version of BUGS later. The web sites for WinBUGS,
OpenBUGS and JAGS provide other useful documntation on writing models
in BUGS. For the most part, if you have BUGS code, you can try
NIMBLE.</p>
<p>NIMBLE does several things with BUGS code:</p>
<ol style="list-style-type: decimal">
<li>NIMBLE creates a <em>model definition</em> object that knows
everything about the variables and their relationships written in
the BUGS code. Usually you’ll ignore the <em>model definition</em>
and let NIMBLE’s default options take you directly to the next step.</li>
<li>NIMBLE creates a model object<a href="#fn6" class="footnote-ref" id="fnref6"><sup>6</sup></a>. This can be used to
manipulate variables and operate the model from R. Operating the
model includes calculating, simulating, or querying the log
probability value of model nodes. These basic capabilities, along
with the tools to query model structure, allow one to write
programs that use the model and adapt to its structure.</li>
<li>When you’re ready, NIMBLE can generate customized C++ code
representing the model, compile the C++, load it back into R, and
provide a new model object that uses the compiled model
internally. We use the word ‘compile’ to refer to all of these
steps together.</li>
</ol>
<p>As an example of how radical a departure NIMBLE is from previous BUGS
implementations, consider a situation where you want to simulate new
data from a model written in BUGS code. Since NIMBLE creates model
objects that you can control from R, simulating new data is trivial.
With previous BUGS-based packages, this isn’t possible.</p>
<p>More information about specifying and manipulating models is in
Chapters <a href="cha-building-models.html#cha-building-models">6</a> and <a href="cha-using-models.html#cha-using-models">13</a>.</p>
</div>
<div id="sec:nimble-lang-writ" class="section level2 hasAnchor" number="3.2">
<h2><span class="header-section-number">3.2</span> nimbleFunctions for writing algorithms<a href="cha-more-introduction.html#sec:nimble-lang-writ" class="anchor-section" aria-label="Anchor link to header"></a></h2>
<p>NIMBLE provides <em>nimbleFunction</em>s for writing functions that can
(but don’t have to) use BUGS models. The main ways that nimbleFunctions can use
BUGS models are:</p>
<ol style="list-style-type: decimal">
<li>inspecting the structure of a model, such as determining the
dependencies between variables, in order to do the right
calculations with each model;</li>
<li>accessing values of the model’s variables;</li>
<li>controlling execution of the model’s probability calculations
or corresponding simulations;</li>
<li>managing <em>modelValues</em> data structures for multiple sets of
model values and probabilities.</li>
</ol>
<p>In fact, the calculations of the model are themselves constructed as
nimbleFunctions, as are the algorithms provided in
NIMBLE’s algorithm library<a href="#fn7" class="footnote-ref" id="fnref7"><sup>7</sup></a>.</p>
<p>Programming with nimbleFunctions involves a fundamental distinction
between two stages of processing:</p>
<ol style="list-style-type: decimal">
<li><p>A <em>setup</em> function within a nimbleFunction gives the steps
that need to happen only once for each new situation (e.g., for each
new model). Typically such steps include inspecting the model’s
variables and their relationships, such as determining which parts
of a model will need to be calculated for a MCMC sampler. Setup
functions are executed in R and never compiled.</p></li>
<li><p>One or more <em>run</em> functions within a nimbleFunction give
steps that need to happen multiple times using the results of the
setup function, such as the iterations of a MCMC sampler.
Formally, run code is written in the NIMBLE language, which you
can think of as a small subset of R along with features for
operating models and related data structures. The NIMBLE language
is what the NIMBLE compiler can automatically turn into C++ as part
of a compiled nimbleFunction.</p></li>
</ol>
<p>What NIMBLE does with a nimbleFunction is similar to what it does
with a BUGS model:</p>
<ol style="list-style-type: decimal">
<li>NIMBLE creates a working R version of the nimbleFunction.
This is most useful for debugging (Section <a href="cha-progr-with-models.html#sec:debugging">15.7</a>).</li>
<li>When you are ready, NIMBLE can generate C++ code, compile it,
load it back into R and give you new objects that use the compiled
C++ internally. Again, we refer to these steps all together as ‘compilation’.
The behavior of compiled nimbleFunctions is
usually very similar, but not identical, to their uncompiled
counterparts.</li>
</ol>
<p>If you are familiar with object-oriented programming, you can think of
a nimbleFunction as a class definition. The setup function
initializes a new object and run functions are class methods.
Member data are determined automatically as the objects from a
setup function needed in run functions. If no setup
function is provided, the nimbleFunction corresponds to a simple
(compilable) function rather than a class.</p>
<p>More about writing algorithms is in Chapter <a href="cha-progr-with-models.html#cha-progr-with-models">15</a>.</p>
</div>
<div id="sec:nimble-algor-libr" class="section level2 hasAnchor" number="3.3">
<h2><span class="header-section-number">3.3</span> The NIMBLE algorithm library<a href="cha-more-introduction.html#sec:nimble-algor-libr" class="anchor-section" aria-label="Anchor link to header"></a></h2>
<p>In Version 1.3.0, the NIMBLE algorithm library includes:</p>
<ol style="list-style-type: decimal">
<li><p>MCMC with samplers including conjugate (Gibbs), slice, adaptive
random walk (with options for reflection or sampling on a log
scale), adaptive block random walk, and elliptical slice, among others. You can
modify sampler choices and configurations from R before compiling
the MCMC. You can also write new samplers as nimbleFunctions.</p></li>
<li><p>Reversible jump MCMC for variable selection.</p></li>
<li><p>WAIC calculation for model comparison after an MCMC algorithm has been run.</p></li>
<li><p>A set of particle filter (sequential Monte Carlo) methods
including a basic bootstrap filter, auxiliary particle filter, ensemble Kalman Filter, iterated filtering 2 filter (IF2), and Liu-West filter.</p></li>
<li><p>An ascent-based Monte Carlo Expectation Maximization (MCEM)
algorithm.</p></li>
<li><p>A variety of basic functions that can be used as programming
tools for larger algorithms. These include:</p>
<ol style="list-style-type: lower-alpha">
<li>A likelihood function for arbitrary parts of any model.</li>
<li>Functions to simulate one or many sets of values for arbitrary parts of any model.</li>
<li>Functions to calculate the summed log probability (density) for one or many sets of values for arbitrary parts of any model along with stochastic dependencies in the model structure.</li>
</ol></li>
</ol>
<!---  Someone (Perry?) added this comment: Add references where appropriate. Chris suggests we probably don't need refs here as we are referring to very widely-known algorithms. -->
<p>More about the NIMBLE algorithm library is in Chapter <a href="cha-algos-provided.html#cha-algos-provided">8</a>.</p>

<!--- % See http://yihui.name/knitr/demo/child/ for documentation on the parent/child document system of knitr -->
</div>
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<div class="footnotes">
<hr />
<ol start="6">
<li id="fn6"><p>or multiple model
objects<a href="cha-more-introduction.html#fnref6" class="footnote-back">↩︎</a></p></li>
<li id="fn7"><p>That’s why it’s easy to use new
functions and distributions written as nimbleFunctions in BUGS code.<a href="cha-more-introduction.html#fnref7" class="footnote-back">↩︎</a></p></li>
</ol>
</div>
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