MCMC, Particle Filtering, and Programmable Hierarchical Modeling

[Up] [Top]

Documentation for package ‘nimble’ version 0.9.1

Help Pages

A B C D E F G H I L M N O P Q R S T V W misc

nimble-package nimble

-- A --

addMonitors Class 'MCMCconf'
addMonitors2 Class 'MCMCconf'
addRule Class 'samplerAssignmentRules'
addSampler Class 'MCMCconf'
ADNimbleList EXPERIMENTAL Data type for the return value of 'nimDerivs'
AF_slice MCMC Sampling Algorithms
all NIMBLE language functions for R-like vector construction
any NIMBLE language functions for R-like vector construction
any_na Determine if any values in a vector are NA or NaN
any_nan Determine if any values in a vector are NA or NaN
array Creates matrix or array objects for use in nimbleFunctions
as.carAdjacency Convert CAR structural parameters to adjacency, weights, num format
as.carCM Convert weights vector to parameters of 'dcar_proper' distributio
asCol Turn a numeric vector into a single-row or single-column matrix
asRow Turn a numeric vector into a single-row or single-column matrix
autoBlock Automated parameter blocking procedure for efficient MCMC sampling

-- B --

besselK Mathematical functions for BUGS and nimbleFunction programming
BUGSdeclClass BUGSdeclClass contains the information extracted from one BUGS declaration
BUGSdeclClass-class BUGSdeclClass contains the information extracted from one BUGS declaration
buildAuxiliaryFilter Create an auxiliary particle filter algorithm to estimate log-likelihood.
buildBootstrapFilter Create a bootstrap particle filter algorithm to estimate log-likelihood.
buildEnsembleKF Create an Ensemble Kalman filter algorithm to sample from latent states.
buildIteratedFilter2 Create an IF2 algorithm.
buildLiuWestFilter Create a Liu and West particle filter algorithm.
buildMCEM Builds an MCEM algorithm from a given NIMBLE model
buildMCMC Create an MCMC function from a NIMBLE model, or an MCMC configuration object

-- C --

c NIMBLE language functions for R-like vector construction
calcNodes Basic nimbleFunctions for calculate, simulate, and getLogProb with a set of nodes
calcNodesMV Basic nimbleFunctions for using a NIMBLE model with sets of stored values
calculate calculate, calculateDiff, simulate, or get the current log probabilities (densities) a set of nodes in a NIMBLE model
calculateDiff calculate, calculateDiff, simulate, or get the current log probabilities (densities) a set of nodes in a NIMBLE model
calc_dcatConjugacyContributions Functions and Classes Internal to NIMBLE
calc_dmnormAltParams Functions and Classes Internal to NIMBLE
calc_dmnormConjugacyContributions Functions and Classes Internal to NIMBLE
calc_dwishAltParams Functions and Classes Internal to NIMBLE
CAR-Normal The CAR-Normal Distribution
CAR-Proper The CAR-Proper Distribution
carBounds Calculate bounds for the autocorrelation parameter of the 'dcar_proper' distribution
carMaxBound Calculate the upper bound for the autocorrelation parameter of the 'dcar_proper' distribution
carMinBound Calculate the lower bound for the autocorrelation parameter of the 'dcar_proper' distribution
CAR_calcC Functions and Classes Internal to NIMBLE
CAR_calcCmatrix Functions and Classes Internal to NIMBLE
CAR_calcEVs2 Functions and Classes Internal to NIMBLE
CAR_calcEVs3 Functions and Classes Internal to NIMBLE
CAR_calcM Functions and Classes Internal to NIMBLE
CAR_calcNumIslands Calculate number of islands based on a CAR adjacency matrix.
cat cat function for use in nimbleFunctions
Categorical The Categorical Distribution
cc_getNodesInExpr Functions and Classes Internal to NIMBLE
checkConjugacy Class 'modelBaseClass'
checkInterrupt Check for interrupt (e.g. Ctrl-C) during nimbleFunction execution. Part of the NIMBLE language.
ChineseRestaurantProcess The Chinese Restaurant Process Distribution
cloglog Mathematical functions for BUGS and nimbleFunction programming
CmodelBaseClass Class 'CmodelBaseClass'
CmodelBaseClass-class Class 'CmodelBaseClass'
CnimbleFunctionBase Class 'CnimbleFunctionBase'
CnimbleFunctionBase-class Class 'CnimbleFunctionBase'
codeBlockClass Class 'codeBlockClass'
codeBlockClass-class Class 'codeBlockClass'
compareMCMCs Placeholder for compareMCMCs
compileNimble compile NIMBLE models and nimbleFunctions
configureMCMC Build the MCMCconf object for construction of an MCMC object
configureRJ Configure Reversible Jump for Variable Selection
Constraint Constraint calculations in NIMBLE
copy Copying function for NIMBLE
crossLevel MCMC Sampling Algorithms
CRP MCMC Sampling Algorithms
CRP_concentration MCMC Sampling Algorithms
cube Mathematical functions for BUGS and nimbleFunction programming

-- D --

dcar_normal The CAR-Normal Distribution
dcar_proper The CAR-Proper Distribution
dcat The Categorical Distribution
dconstraint Constraint calculations in NIMBLE
dCRP The Chinese Restaurant Process Distribution
ddexp The Double Exponential (Laplace) Distribution
ddirch The Dirichlet Distribution
decide Makes the Metropolis-Hastings acceptance decision, based upon the input (log) Metropolis-Hastings ratio
decideAndJump Creates a nimbleFunction for executing the Metropolis-Hastings jumping decision, and updating values in the model, or in a carbon copy modelValues object, accordingly.
declare Explicitly declare a variable in run-time code of a nimbleFunction
deregisterDistributions Remove user-supplied distributions from use in NIMBLE BUGS models
dexp_nimble The Exponential Distribution
dflat The Improper Uniform Distribution
dhalfflat The Improper Uniform Distribution
diag NIMBLE language functions for R-like vector construction
dim return sizes of an object whether it is a vector, matrix or array
dinterval Interval calculations
dinvgamma The Inverse Gamma Distribution
dinvwish_chol The Inverse Wishart Distribution
Dirichlet The Dirichlet Distribution
dirichlet The Dirichlet Distribution
distributionInfo Get information about a distribution
dmnorm_chol The Multivariate Normal Distribution
dmulti The Multinomial Distribution
dmvt_chol The Multivariate t Distribution
Double-Exponential The Double Exponential (Laplace) Distribution
DPmeasure MCMC Sampling Algorithms
dsqrtinvgamma Functions and Classes Internal to NIMBLE
dt_nonstandard The t Distribution
dwish_chol The Wishart Distribution

-- E --

eigen Spectral Decomposition of a Matrix
eigenNimbleList eigenNimbleList definition
expandNodeNames Class 'modelBaseClass'
expit Mathematical functions for BUGS and nimbleFunction programming
Exponential The Exponential Distribution

-- F --

flat The Improper Uniform Distribution

-- G --

getBound Get value of bound of a stochastic node in a model
getBUGSexampleDir Get the directory path to one of the classic BUGS examples installed with NIMBLE package
getCode Class 'modelBaseClass'
getDefinition Get nimbleFunction definition
getDependencies Class 'modelBaseClass'
getDependenciesList Class 'modelBaseClass'
getDimension Class 'modelBaseClass'
getDistribution Class 'modelBaseClass'
getDistributionInfo Get information about a distribution
getDownstream Class 'modelBaseClass'
getLoadingNamespace return the namespace in which a nimbleFunction is being loaded
getLogProb calculate, calculateDiff, simulate, or get the current log probabilities (densities) a set of nodes in a NIMBLE model
getLogProbNodes Basic nimbleFunctions for calculate, simulate, and getLogProb with a set of nodes
getLogProbNodesMV Basic nimbleFunctions for using a NIMBLE model with sets of stored values
getMonitors Class 'MCMCconf'
getMonitors2 Class 'MCMCconf'
getNimbleOption Get NIMBLE Option
getNimbleProject Functions and Classes Internal to NIMBLE
getNodeFunctionIndexedInfo Functions and Classes Internal to NIMBLE
getNodeNames Class 'modelBaseClass'
getParam Get value of a parameter of a stochastic node in a model
getParamNames Get information about a distribution
getSamplerExecutionOrder Class 'MCMCconf'
getSamplers Class 'MCMCconf'
getSamplesDPmeasure Get posterior samples for a Dirichlet process measure
getsize Returns number of rows of modelValues
getType Get information about a distribution
getVarNames Class 'modelBaseClass'

-- H --

halfflat The Improper Uniform Distribution

-- I --

icloglog Mathematical functions for BUGS and nimbleFunction programming
identityMatrix Create an Identity matrix (Deprecated)
ilogit Mathematical functions for BUGS and nimbleFunction programming
initializeInfo Class 'modelBaseClass'
initializeModel Performs initialization of nimble model node values and log probabilities
inprod Mathematical functions for BUGS and nimbleFunction programming
integer Creates numeric, integer or logical vectors for use in nimbleFunctions
Interval Interval calculations
inverse Mathematical functions for BUGS and nimbleFunction programming
Inverse-Gamma The Inverse Gamma Distribution
Inverse-Wishart The Inverse Wishart Distribution
inverse-wishart The Inverse Wishart Distribution
iprobit Mathematical functions for BUGS and nimbleFunction programming
is.Cmodel Functions and Classes Internal to NIMBLE
is.Cnf Functions and Classes Internal to NIMBLE
is.model Functions and Classes Internal to NIMBLE
is.na NIMBLE language functions for R-like vector construction
is.nan NIMBLE language functions for R-like vector construction
is.nf check if a nimbleFunction
is.nl check if a nimbleList
is.Rmodel Functions and Classes Internal to NIMBLE
isBinary Class 'modelBaseClass'
isData Class 'modelBaseClass'
isDeterm Class 'modelBaseClass'
isDiscrete Class 'modelBaseClass'
isEndNode Class 'modelBaseClass'
isMultivariate Class 'modelBaseClass'
isStoch Class 'modelBaseClass'
isTruncated Class 'modelBaseClass'
isUnivariate Class 'modelBaseClass'
isUserDefined Get information about a distribution

-- L --

length NIMBLE language functions for R-like vector construction
logdet Mathematical functions for BUGS and nimbleFunction programming
logfact Mathematical functions for BUGS and nimbleFunction programming
loggam Mathematical functions for BUGS and nimbleFunction programming
logical Creates numeric, integer or logical vectors for use in nimbleFunctions
logit Mathematical functions for BUGS and nimbleFunction programming

-- M --

makeBoundInfo Make an object of information about a model-bound pairing for getBound. Used internally
makeParamInfo Make an object of information about a model-parameter pairing for getParam. Used internally
matrix Creates matrix or array objects for use in nimbleFunctions
MCMCconf Class 'MCMCconf'
MCMCconf-class Class 'MCMCconf'
MCMCsuite Placeholder for MCMCsuite
modelBaseClass Class 'modelBaseClass'
modelBaseClass-class Class 'modelBaseClass'
modelDefClass Class for NIMBLE model definition
modelDefClass-class Class for NIMBLE model definition
modelValues Create a NIMBLE modelValues Object
modelValuesBaseClass Class 'modelValuesBaseClass'
modelValuesBaseClass-class Class 'modelValuesBaseClass'
modelValuesConf Create the confs for a custom NIMBLE modelValues object
model_macro_builder EXPERIMENTAL: Turn a function into a model macro builder A model macro expands one line of code in a nimbleModel into one or more new lines. This supports compact programming by defining re-usable modules. 'model_macro_builder' takes as input a function that constructs new lines of model code from the original line of code. It returns a function suitable for internal use by 'nimbleModel' that arranges arguments for input function. Macros are an experimental feature and are available only after setting 'nimbleOptions(enableModelMacros = TRUE)'.
ModifiedRmmParseKeywords2 [[' = 'outputCppArrayIndex2',
Multinomial The Multinomial Distribution
multinomial The Multinomial Distribution
Multivariate-t The Multivariate t Distribution
multivariate-t The Multivariate t Distribution
MultivariateNormal The Multivariate Normal Distribution
mvt The Multivariate t Distribution

-- N --

newModel Class 'modelBaseClass'
nfMethod access (call) a member function of a nimbleFunction
nfVar Access or set a member variable of a nimbleFunction
nfVar<- Access or set a member variable of a nimbleFunction
nimArray Creates matrix or array objects for use in nimbleFunctions
nimble nimble
nimble-R-functions NIMBLE language functions for R-like vector construction
nimbleCode Turn BUGS model code into an object for use in 'nimbleModel' or 'readBUGSmodel'
nimbleExternalCall Create a nimbleFunction that wraps a call to external compiled code
nimbleFunction create a nimbleFunction
nimbleFunctionBase Class 'nimbleFunctionBase'
nimbleFunctionBase-class Class 'nimbleFunctionBase'
nimbleFunctionList Create a list of nimbleFunctions
nimbleFunctionList-class Create a list of nimbleFunctions
nimbleFunctionVirtual create a virtual nimbleFunction, a base class for other nimbleFunctions
nimbleInternalFunctions Functions and Classes Internal to NIMBLE
nimbleList create a nimbleList
nimbleMCMC Executes one or more chains of NIMBLE's default MCMC algorithm, for a model specified using BUGS code
nimbleModel Create a NIMBLE model from BUGS code
nimbleOptions NIMBLE Options Settings
nimbleRcall Make an R function callable from compiled nimbleFunctions (including nimbleModels).
nimbleType create a nimbleType object
nimbleType-class create a nimbleType object
nimbleUserNamespace Functions and Classes Internal to NIMBLE
nimC NIMBLE language functions for R-like vector construction
nimCat cat function for use in nimbleFunctions
nimCopy Copying function for NIMBLE
nimDerivs Nimble Derivatives
nimDim return sizes of an object whether it is a vector, matrix or array
nimEigen Spectral Decomposition of a Matrix
nimEquals Mathematical functions for BUGS and nimbleFunction programming
nimInteger Creates numeric, integer or logical vectors for use in nimbleFunctions
nimLogical Creates numeric, integer or logical vectors for use in nimbleFunctions
nimMatrix Creates matrix or array objects for use in nimbleFunctions
nimNumeric Creates numeric, integer or logical vectors for use in nimbleFunctions
nimOptim Nimble wrapper around R's builtin 'optim'.
nimOptimDefaultControl Creates a deafult 'control' argument for 'nimOptim'.
nimPrint print function for use in nimbleFunctions
nimRep NIMBLE language functions for R-like vector construction
nimRound Mathematical functions for BUGS and nimbleFunction programming
nimSeq NIMBLE language functions for R-like vector construction
nimStep Mathematical functions for BUGS and nimbleFunction programming
nimStop Halt execution of a nimbleFunction function method. Part of the NIMBLE language
nimSvd Singular Value Decomposition of a Matrix
nimSwitch Mathematical functions for BUGS and nimbleFunction programming
nodeFunctions calculate, calculateDiff, simulate, or get the current log probabilities (densities) a set of nodes in a NIMBLE model
numeric Creates numeric, integer or logical vectors for use in nimbleFunctions

-- O --

optimControlNimbleList EXPERIMENTAL Data type for the 'control' parameter of 'nimOptim'
optimDefaultControl Creates a deafult 'control' argument for 'optim' (just an empty list).
optimResultNimbleList EXPERIMENTAL Data type for the return value of 'nimOptim'

-- P --

pdexp The Double Exponential (Laplace) Distribution
pexp_nimble The Exponential Distribution
phi Mathematical functions for BUGS and nimbleFunction programming
pinvgamma The Inverse Gamma Distribution
posterior_predictive MCMC Sampling Algorithms
pow Mathematical functions for BUGS and nimbleFunction programming
pqDefined Get information about a distribution
print print function for use in nimbleFunctions
printErrors Print error messages after failed compilation
printMonitors Class 'MCMCconf'
printRules Class 'samplerAssignmentRules'
printSamplers Class 'MCMCconf'
probit Mathematical functions for BUGS and nimbleFunction programming
pt_nonstandard The t Distribution

-- Q --

qdexp The Double Exponential (Laplace) Distribution
qexp_nimble The Exponential Distribution
qinvgamma The Inverse Gamma Distribution
qt_nonstandard The t Distribution

-- R --

rankSample Generates a weighted sample (with replacement) of ranks
rcar_normal The CAR-Normal Distribution
rcar_proper The CAR-Proper Distribution
rcat The Categorical Distribution
rconstraint Constraint calculations in NIMBLE
rCRP The Chinese Restaurant Process Distribution
rdexp The Double Exponential (Laplace) Distribution
rdirch The Dirichlet Distribution
readBUGSmodel Create a NIMBLE BUGS model from a variety of input formats, including BUGS model files
registerDistributions Add user-supplied distributions for use in NIMBLE BUGS models
removeSamplers Class 'MCMCconf'
reorder Class 'samplerAssignmentRules'
rep NIMBLE language functions for R-like vector construction
resetData Class 'modelBaseClass'
resetMonitors Class 'MCMCconf'
resize Resizes a modelValues object
rexp_nimble The Exponential Distribution
rflat The Improper Uniform Distribution
rhalfflat The Improper Uniform Distribution
rinterval Interval calculations
rinvgamma The Inverse Gamma Distribution
rinvwish_chol The Inverse Wishart Distribution
RJ_fixed_prior MCMC Sampling Algorithms
RJ_indicator MCMC Sampling Algorithms
RJ_toggled MCMC Sampling Algorithms
Rmatrix2mvOneVar Set values of one variable of a modelValues object from an R matrix
rmnorm_chol The Multivariate Normal Distribution
RmodelBaseClass Class 'RmodelBaseClass'
RmodelBaseClass-class Class 'RmodelBaseClass'
rmulti The Multinomial Distribution
rmvt_chol The Multivariate t Distribution
rsqrtinvgamma Functions and Classes Internal to NIMBLE
rt_nonstandard The t Distribution
run.time Time execution of NIMBLE code
runCrossValidate Perform k-fold cross-validation on a NIMBLE model fit by MCMC
runMCMC Run one or more chains of an MCMC algorithm and return samples, summary and/or WAIC
RW MCMC Sampling Algorithms
rwish_chol The Wishart Distribution
RW_block MCMC Sampling Algorithms
RW_dirichlet MCMC Sampling Algorithms
RW_llFunction MCMC Sampling Algorithms
RW_llFunction_block MCMC Sampling Algorithms
RW_multinomial MCMC Sampling Algorithms
RW_PF MCMC Sampling Algorithms
RW_PF_block MCMC Sampling Algorithms
RW_wishart MCMC Sampling Algorithms

-- S --

sampler MCMC Sampling Algorithms
samplerAssignmentRules Class 'samplerAssignmentRules'
samplerAssignmentRules-class Class 'samplerAssignmentRules'
samplers MCMC Sampling Algorithms
sampler_AF_slice MCMC Sampling Algorithms
sampler_BASE MCMC Sampling Algorithms
sampler_binary MCMC Sampling Algorithms
sampler_CAR_normal MCMC Sampling Algorithms
sampler_CAR_proper MCMC Sampling Algorithms
sampler_categorical MCMC Sampling Algorithms
sampler_crossLevel MCMC Sampling Algorithms
sampler_CRP MCMC Sampling Algorithms
sampler_CRP_concentration MCMC Sampling Algorithms
sampler_CRP_old MCMC Sampling Algorithms
sampler_ess MCMC Sampling Algorithms
sampler_posterior_predictive MCMC Sampling Algorithms
sampler_RJ_fixed_prior MCMC Sampling Algorithms
sampler_RJ_indicator MCMC Sampling Algorithms
sampler_RJ_toggled MCMC Sampling Algorithms
sampler_RW MCMC Sampling Algorithms
sampler_RW_block MCMC Sampling Algorithms
sampler_RW_dirichlet MCMC Sampling Algorithms
sampler_RW_llFunction MCMC Sampling Algorithms
sampler_RW_llFunction_block MCMC Sampling Algorithms
sampler_RW_multinomial MCMC Sampling Algorithms
sampler_RW_PF MCMC Sampling Algorithms
sampler_RW_PF_block MCMC Sampling Algorithms
sampler_RW_wishart MCMC Sampling Algorithms
sampler_slice MCMC Sampling Algorithms
samplesSummary Functions and Classes Internal to NIMBLE
seq NIMBLE language functions for R-like vector construction
seq_along NIMBLE language functions for R-like vector construction
setAndCalculate Creates a nimbleFunction for setting the values of one or more model nodes, calculating the associated deterministic dependents and logProb values, and returning the total sum log-probability.
setAndCalculateDiff Creates a nimbleFunction for setting the values of one or more model nodes, calculating the associated deterministic dependents and logProb values, and returning the total sum log-probability.
setAndCalculateOne Creates a nimbleFunction for setting the value of a scalar model node, calculating the associated deterministic dependents and logProb values, and returning the total sum log-probability.
setData Class 'modelBaseClass'
setInits Class 'modelBaseClass'
setSamplerExecutionOrder Class 'MCMCconf'
setSamplers Class 'MCMCconf'
setSize set the size of a numeric variable in NIMBLE
setThin Class 'MCMCconf'
setThin2 Class 'MCMCconf'
setupOutputs Explicitly declare objects created in setup code to be preserved and compiled as member data
simNodes Basic nimbleFunctions for calculate, simulate, and getLogProb with a set of nodes
simNodesMV Basic nimbleFunctions for using a NIMBLE model with sets of stored values
simulate calculate, calculateDiff, simulate, or get the current log probabilities (densities) a set of nodes in a NIMBLE model
singleModelValuesAccess Functions and Classes Internal to NIMBLE
singleVarAccessClass Class 'singleVarAccessClass'
singleVarAccessClass-class Class 'singleVarAccessClass'
slice MCMC Sampling Algorithms
stickbreaking The Stick Breaking Function
StickBreakingFunction The Stick Breaking Function
stick_breaking The Stick Breaking Function
stop Halt execution of a nimbleFunction function method. Part of the NIMBLE language
svd Singular Value Decomposition of a Matrix
svdNimbleList svdNimbleList definition

-- T --

t The t Distribution
testBUGSmodel Tests BUGS examples in the NIMBLE system
topologicallySortNodes Class 'modelBaseClass'

-- V --

valueInCompiledNimbleFunction get or set value of member data from a compiled nimbleFunction using a multi-interface
values Access or set values for a set of nodes in a model
values<- Access or set values for a set of nodes in a model

-- W --

which NIMBLE language functions for R-like vector construction
Wishart The Wishart Distribution
wishart The Wishart Distribution
withNimbleOptions Temporarily set some NIMBLE options.

-- misc --

-Class Functions and Classes Internal to NIMBLE
[,CmodelValues-method,ANY,ANY Class 'modelValuesBaseClass'
[,CmodelValues-method,character,missing Class 'modelValuesBaseClass'
[-method Class 'modelValuesBaseClass'
[-method Functions and Classes Internal to NIMBLE
[<--method Class 'modelValuesBaseClass'
[<--method Functions and Classes Internal to NIMBLE
[[-method Class 'modelBaseClass'
[[-method Class 'modelValuesBaseClass'
[[-method Functions and Classes Internal to NIMBLE
[[<--method Class 'modelBaseClass'
[[<--method Class 'modelValuesBaseClass'
[[<--method Functions and Classes Internal to NIMBLE