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.