nimble: MCMC, Particle Filtering, and Programmable Hierarchical Modeling

A system for writing hierarchical statistical models largely compatible with 'BUGS' and 'JAGS', writing nimbleFunctions to operate models and do basic R-style math, and compiling both models and nimbleFunctions via custom-generated C++. 'NIMBLE' includes default methods for MCMC, particle filtering, Monte Carlo Expectation Maximization, and some other tools. The nimbleFunction system makes it easy to do things like implement new MCMC samplers from R, customize the assignment of samplers to different parts of a model from R, and compile the new samplers automatically via C++ alongside the samplers 'NIMBLE' provides. 'NIMBLE' extends the 'BUGS'/'JAGS' language by making it extensible: New distributions and functions can be added, including as calls to external compiled code. Although most people think of MCMC as the main goal of the 'BUGS'/'JAGS' language for writing models, one can use 'NIMBLE' for writing arbitrary other kinds of model-generic algorithms as well. A full User Manual is available at <>.

Version: 0.6-9
Depends: R (≥ 3.1.2)
Imports: methods, igraph, coda, R6
Suggests: testthat, R2WinBUGS, rjags, rstan, xtable, abind, ggplot2, tensorflow, reticulate
Published: 2018-02-06
Author: Perry de Valpine, Christopher Paciorek, Daniel Turek, Cliff Anderson-Bergman, Nick Michaud, Fritz Obermeyer, Duncan Temple Lang, and see AUTHORS file for additional contributors.
nimble author details
Maintainer: Christopher Paciorek <paciorek at>
License: BSD_3_clause + file LICENSE | GPL-2 | GPL-3 [expanded from: BSD_3_clause + file LICENSE | GPL (≥ 2)]
Copyright: See COPYRIGHTS file.
nimble copyright details
NeedsCompilation: yes
SystemRequirements: GNU make
Citation: nimble citation info
CRAN checks: nimble results


Reference manual: nimble.pdf
Package source: nimble_0.6-9.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: nimble_0.6-9.tgz
OS X Mavericks binaries: r-oldrel: not available
Old sources: nimble archive

Reverse dependencies:

Reverse depends: bcgam


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