TMB: Automatic Differentiation and Laplace Approximation

TMB: Automatic Differentiation and Laplace Approximation

TMB is an open source R package that enables quick implementation of complex nonlinear random effects (latent variable) models in a manner similar to the established AD Model Builder package (ADMB, http://admb-project.org/; Fournier et al. 2011). In addition, it offers easy access to parallel comput...

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Bibliographic Details
Main Authors: Kasper Kristensen, Anders Nielsen, Casper W. Berg, Hans Skaug, Bradley M. Bell
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2016-04-01
Series:Journal of Statistical Software
Subjects:
automatic differentiation
AD
random effects
latent variables
C++ templates
R
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/2618

Internet

https://www.jstatsoft.org/index.php/jss/article/view/2618

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