We recently released version 0.13.0, which has some improvements in how we handle predictive nodes in NIMBLE’s MCMC engine.
Unfortunately, we realized (thanks to a user post from a couple days ago) that there is a bug in this new approach to predictive nodes.
If you haven’t upgraded to version 0.13.0, simply wait to upgrade until we release a bug fix in 0.13.1 in the next couple weeks.
If you have upgraded to version 0.13.0 and if you have run an MCMC on a model that both (1) has predictive nodes and (2) has multivariate nodes, then the bug might affect your results. Please set:
nimbleOptions(MCMCusePredictiveDependenciesInCalculations = TRUE)
and then reconfigure/rebuild and rerun your MCMC. The option above will ensure that the MCMC behaves as it would in previous versions of NIMBLE.