NIMBLE: Numerical Inference for Hierarchical Models Using Bayesian and Likelihood Estimation

NIMBLE is a system for building and sharing analysis methods for statistical models, especially for hierarchical models and computationally intensive methods. NIMBLE is built in R but compiles your models and algorithms using C++ for speed.

NIMBLE is a system for building and sharing analysis methods for statistical models, especially for hierarchical models and computationally intensive methods. NIMBLE is built in R but compiles your models and algorithms using C++ for speed.  It includes three components:

  • A system for using models written in the BUGS language as programmable objects in R
  • An initial library of algorithms for BUGS models, including basic MCMC, which can be used directly or can be customized from R before being compiled and run
  • A language embedded in R for programming algorithms for BUGS models, both of which are compiled through C++ code and loaded into R.

NIMBLE can also be used without BUGS models as a way to compile simple R-like code into C++, which is then compiled and loaded into R with an interface function or object.

 

BIDS Affiliates

Leader

Perry de Valpine

Environmental Science, Policy, and Management

Lauren Ponisio

Environmental Science, Policy, and Management
DATA SCIENCE FELLOW

Daniel Turek

Statistics & ESPM
Data Science Fellow