Category Archives: Releases

Version 0.7.0 of NIMBLE released

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We’ve released the newest version of NIMBLE on CRAN and on our website. NIMBLE is a system for building and sharing analysis methods for statistical models, especially for hierarchical models and computationally-intensive methods (such as MCMC and SMC). Version 0.7.0 provides a variety of new features, as well as various bug fixes.

New features include:

  • greatly improved efficiency of sampling for Bayesian nonparametric (BNP) mixture models that use the dCRP (Chinese Restaurant process) distribution;
  • addition of the double exponential (Laplace) distribution for use in models and nimbleFunctions;
  • a new “RW_wishart” MCMC sampler, for sampling non-conjugate Wishart and inverse-Wishart nodes;
  • handling of the normal-inverse gamma conjugacy for BNP mixture models using the dCRP distribution;
  • enhanced functionality of the getSamplesDPmeasure function for posterior sampling from BNP random measures with Dirichlet process priors.
  • handling of five-dimensional arrays in models;
  • enhanced warning messages; and
  • an HTML version of the NIMBLE manual.

Please see the NEWS file in the installed package for more details.

Version 0.6-12 of NIMBLE released

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We’ve released the newest version of NIMBLE on CRAN and on our website. Version 0.6-12 is primarily a maintenance release with various bug fixes.

Changes include:

  • a fix for the bootstrap particle filter to correctly calculate weights when particles are not resampled (the filter had been omitting the previous weights when calculating the new weights);
  • addition of an option to print MCMC samplers of a particular type;
  • avoiding an overly-aggressive check for ragged arrays when building models; and
  • avoiding assigning a sampler to non-conjugacy inverse-Wishart nodes (thereby matching our handling of Wishart nodes).

Please see the NEWS file in the installed package for more details.

Version 0.6-11 of NIMBLE released

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We’ve released the newest version of NIMBLE on CRAN and on our website.

Version 0.6-11 has important new features, notably support for Bayesian nonparametric mixture modeling, and more are on the way in the next few months.

New features include:

  • support for Bayesian nonparametric mixture modeling using Dirichlet process mixtures, with specialized MCMC samplers automatically assigned in NIMBLE’s default MCMC (See Chapter 10 of the manual for details);
  • additional resampling methods available with the auxiliary and bootstrap particle filters;
  • user-defined filtering algorithms can be used with NIMBLE’s particle MCMC samplers;
  • MCMC thinning intervals can be modified at MCMC run-time;
  • both runMCMC() and nimbleMCMC() now drop burn-in samples before thinning, making their behavior consistent with each other;
  • increased functionality for the ‘setSeed’ argument in nimbleMCMC() and runMCMC();
  • new functionality for specifying the order in which sampler functions are executed in an MCMC; and
  • invalid dynamic indexes now result in a warning and NaN values but do not cause execution to error out, allowing MCMC sampling to continue.

Please see the NEWS file in the installed package for more details

Version 0.6-10 of NIMBLE released

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We’ve released the newest version of NIMBLE on CRAN and on our website. Version 0.6-10 primarily contains updates to the NIMBLE internals that may speed up building and compilation of models and algorithms, as well as a few bug fixes.

Changes include:

  • some steps of model and algorithm building and compilation are faster;
  • compiled execution with multivariate distributions or function arguments may be faster;
  • data can now be provided as a numeric data frame rather than a matrix;
  • to run WAIC, a user now must set ‘enableWAIC’ to TRUE, either in NIMBLE’s options or as an argument to buildMCMC();
  • if ‘enableWAIC’ is TRUE, buildMCMC() will now check to make sure that the nodes monitored by the MCMC algorithm will lead to a valid WAIC calculation; and
  • the use of identityMatrix() is deprecated in favor of diag().

Please see the NEWS file in the installed package for more details

Version 0.6-9 of NIMBLE released

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We’ve released the newest version of NIMBLE on CRAN and on our website. Version 0.6-9 is primarily a maintenance release with various bug fixes and fixes for CRAN packaging issues.

New features include:

  • dimensions in a model will now be determined from either ‘inits’ or ‘data’ if not otherwise available;
  • one can now specify “nBootReps = NA” in the runCrossValidate() function, which will prevent the Monte Carlo error from being calculated;
  • runCrossValidate() now returns the averaged loss over all k folds, instead of the summed loss;
  • We’ve added the besselK function to the NIMBLE language;
  • and a variety of bug fixes.

Please see the NEWS file in the installed package for more details

Version 0.6-8 of NIMBLE released

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We’ve released the newest version of NIMBLE on CRAN and on our website a week ago. Version 0.6-8 has a few new features, and more are on the way in the next few months.

New features include:

  • the proper Gaussian CAR (conditional autoregressive) model can now be used in BUGS code as dcar_proper, which behaves similarly to BUGS’ car.proper distribution;
  • a new nimbleMCMC function that provides one-line invocation of NIMBLE’s MCMC engine, akin to usage of JAGS and WinBUGS through R;
  • a new runCrossValidate function that will conduct k-fold cross-validation of NIMBLE models fit by MCMC;
  • dynamic indexing in BUGS code is now allowed by default;
  • and a variety of bug fixes and efficiency improvements.

Please see the NEWS file in the installed package for more details.

Version 0.6-6 of NIMBLE released!

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We’ve just released the newest version of NIMBLE on CRAN and on our website. Version 0.6-6 has some important new features, and more are on the way in the next few months.

Эти артефакты не имели практической или коммерческой ценности. На самом деле их продажа была строго запрещена обычаем. А так как предметы всегда находились в движении, их владельцы редко носили их. Тем не менее, массимы совершали модные подарки подруге долгие путешествия, чтобы обменять их, рискуя жизнью и здоровьем, когда они путешествовали по коварным водам Тихого океана на своих шатких каноэ.

New features include:

  • dynamic indexes are now allowed in BUGS code — indexes of a variable no longer need to be constants but can be other nodes or functions of other nodes; for this release this is a beta feature that needs to be enabled with nimbleOptions(allowDynamicIndexing = TRUE);
  • the intrinsic Gaussian CAR (conditional autoregressive) model can now be used in BUGS code as dcar_normal, which behaves similarly to BUGS’ car.normal distribution;
  • optim is now part of the NIMBLE language and can be used in nimbleFunctions;
  • it is possible to call out to external compiled code or back to R functions from a nimbleFunction using nimbleExternalCall() and nimbleRcall() (this is an experimental feature);
  • the WAIC model selection criterion can be calculated using the calculateWAIC() method for MCMC objects;
  • the bootstrap and auxiliary particle filters can now return their ESS values;
  • and a variety of bug fixes.

Please see the NEWS file in the installed package for more details.

Finally, we’re deep in the midst of development work to enable automatic differentiation, Tensorflow as an alternative back-end computational engine, additional spatial models, and Bayesian nonparametrics.

 

Version 0.6-5 of NIMBLE released!

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We’ve just released the newest version of NIMBLE on CRAN and on our website. Version 0.6-5 is mostly devoted to bug fixes and packaging fixes for CRAN, but there is some new functionality:

  • addition of the functions  c(), seq(), rep(), `:`, diag() for use in BUGS code;
  • addition of two improper distributions (dflat and dhalfflat) as well as the inverse-Wishart distribution;
  • the ability to estimate the asymptotic covariance of the estimates in NIMBLE’s MCEM algorithm;
  • the ability to use nimbleLists in any nimbleFunction, newly including nimbleFunctions without setup code;
  • and a variety of bug fixes and better error trapping.

Please see the NEWS file in the installed package for more details.

Version 0.6-4 of NIMBLE released!

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We’ve just released the newest version of NIMBLE on CRAN and on our website. Version 0.6-4 has a bunch of new functionality for writing your own algorithms (using a natural R-like syntax) that can operate on user-provided models, specified using BUGS syntax. It also enhances the functionality of our built-in MCMC and other algorithms.

  • addition of the functions  c(), seq(), rep(), `:`, diag(), dim(), and which() for use in the NIMBLE language (i.e., run code) — usage generally mimics usage in R;
  • a complete reorganization of the User Manual, with the goal of clarifying how one can write nimbleFunctions to program with models;
  • addition of the adaptive factor slice sampler, which can improve MCMC sampling for correlated blocks of parameters;
  • addition of a new sampler that can handle non-conjugate Dirichlet settings;
  • addition of a nimbleList data structure that behaves like R lists for use in nimbleFunctions;
  • addition of eigendecomposition and SVD functions for use in the NIMBLE language;
  • additional flexibility in providing initial values for numeric(), logical(), integer(), matrix(), and array();
  • logical vectors and operators can now be used in the NIMBLE language;
  • indexing of vectors and matrices can now use arbitrary numeric and logical vectors;
  • one can now index a vector of node names provided to values(), and more general indexing of node names in calculate(), simulate(), calculateDiff() and getLogProb();
  • addition of the inverse-gamma distribution;
  • use of recycling for distribution functions used in the NIMBLE language;
  • enhanced MCMC configuration functionality;
  • users can specify a user-defined BUGS distribution by simply providing a user-defined ‘d’ function without an ‘r’ function for use when an algorithm doesn’t need the ‘r’ function;
  • and a variety of bug fixes, speedups, and better error trapping and checking.

Please see the NEWS file in the installed package for more details.

Version 0.6-3 released.

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Version 0.6-3 is a very minor release primarily intended to address some CRAN packaging issues that do not affect users. We also fixed a bug involving MCEM functionality and a bug that prevented use of the sd() and var() functions in BUGS code.

For most users, there is probably no need to upgrade from version 0.6-2.