NIMBLE: MCMC, Particle Filtering, and Programmable Hierarchical Modeling
NIMBLE Development Team;
NIMBLE: MCMC, Particle Filtering, and Programmable Hierarchical Modeling
NIMBLE is an R package for hierarchical statistical modeling (aka graphical modeling). It enables writing general models along with methods such as Markov chain Monte Carlo (MCMC), Laplace and related approximations, particle filtering (aka sequential Monte Carlo), and other general methods.