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).
- greatly extended NIMBLE’s Chinese Restaurant Process (CRP)-based Bayesian nonparametrics functionality by allowing multiple observations to be grouped together;
- fixed a bug giving incorrect results in our cross-validation function, runCrossValidate();
- moved NIMBLE’s sequential Monte Carlo (SMC, aka particle filtering) methods into the nimbleSMC package; and
- improved the efficiency of model and MCMC building and compilation.
Please see the release notes on our website for more details.