The aim of ‘adnuts’ (pronounced A-D NUTS like A-D MB) is to provide advanced MCMC sampling for ‘ADMB’ and ‘TMB’ models. It mimics ‘Stan’ in functionality and feel, specifically providing no-U-turn (NUTS) sampling with adaptive mass matrix and parallel execution.
The R package ‘tmbstan’ (available on CRAN) has largely replaced the TMB capabilities since original development. As such, adnuts is primarily used for ADMB models. See the following paper for an introduction to the package capabilities, and contrast with tmbstan:
Monnahan CC, Kristensen K (2018) No-U-turn sampling for fast Bayesian inference in ADMB and TMB: Introducing the adnuts and tmbstan R packages. PLoS ONE 13(5):e0197954. https://doi.org/10.1371/journal.pone.0197954
‘adnuts’ was designed specifically for use in fisheries stock assessments, and interested authors are referred to:
Monnahan, C.C., T.A. Branch, J.T. Thorson, I.J. Stewart, C.S. Szuwalksi (in press) Overcoming long Bayesian run times in integrated fisheries stock assessments. ICES Journal of Marine Science. http://dx.doi.org/10.1093/icesjms/fsz059
The ‘sample_admb’ function draws posterior samples from an ADMB model using an MCMC algorithm (NUTS by default). The returned fitted object contains samples and other information. The function ‘extract_samples’ can be used to get posterior samples (post warmup and thinning) into a data frame for inference, while ‘launch_shinyadmb’ can be used for interactive diagnostics based on ‘ShinyStan’.
A brief demonstration file is provided to help get you started, and there is also a user guide: vignette('adnuts') for more detailed information.
To use the ADMB functionality you need to build your model with version 12.0 (released December 2017) or later, otherwise this functionality is not available. See the ADMB installation instructions for more information.
The adnuts R package version 1.0.1 can be installed from CRAN: install.packages('adnuts').
The development version of ‘adnuts’ can be installed with devtools::install_github('colemonnahan/adnuts', ref='dev')