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.

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 0.5-1 is officially a minor release, but it actually has quite a bit in it, in particular the addition/improvement of a number of our algorithms. In addition there are some more improvements in our speed in building and compiling models and algorithms.

Changes as of Version 0.5-1 include:

• the addition of a variety of sequential Monte Carlo (aka particle filtering) algorithms, including particle MCMC samplers for use within an MCMC,
• a greatly improved MCEM algorithm with an automated convergence and stopping criterion,
• new syntax for declaring multivariate variables in the NIMBLE DSL, namely numeric(), integer(), matrix(), and array(), with declare() now deprecated,
• addition of the multivariate-t distribution for use in BUGS and DSL code,
• a new binary MCMC sampler for discrete 0/1 nodes,
• addition of functionality to our random walk sampler to allow sampling on the log scale and use of reflection,
• more flexible use of forwardsolve(), backsolve(), and solve(), including use in BUGS code, and
• a variety of other items.

Please see the NEWS file in the source package.