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TMB

swMATH ID: 16279
Software Authors: Kasper Kristensen, Brad Bell, Hans Skaug, Arni Magnusson, Casper Berg, Anders Nielsen, Martin Maechler, Theo Michelot, Mollie Brooks, Cole Monnahan
Description: R package TMB: Template Model Builder: A General Random Effect Tool Inspired by ’ADMB’. With this tool, a user should be able to quickly implement complex random effect models through simple C++ templates. The package combines CppAD (C++ automatic differentiation), Eigen (templated matrix-vector library) and CHOLMOD (sparse matrix routines available from R) to obtain an efficient implementation of the applied Laplace approximation with exact derivatives. Key features are: Automatic sparseness detection, parallelism through BLAS and parallel user templates.
Homepage: https://cran.r-project.org/web/packages/TMB/index.html
Source Code: https://github.com/cran/TMB
Dependencies: R
Keywords: CRAN; R package; Template Model Builder; CppAD; CHOLMOD; Eigen
Related Software: R; Stan; lme4; JAGS; WinBUGS; glmmTMB; GMRFLib; CppAD; Eigen; AD Model Builder; ADMB; CSparse; OpenBUGS; nimble; CHOLMOD; spBayes; BayesX; ADOL-C; NUTS; BayesDA
Cited in: 19 Publications

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