We’ve just released the next major version of NIMBLE.
Changes include
- more efficient computations for conjugate sampling,
- additional automated checking of BUGS syntax to improve NIMBLE’s warning/error messages,
- new API functionality to allow the use of syntax such as model$calculate(), etc. (syntax such as calculate(model) still works),
- new API functionality for MCMC sampler specification,
- improvements in speed and memory use in building models,
- addition of forwardsolve, backsolve, and solve to the NIMBLE DSL, and
- a variety of other items.
More details in the NEWS file that accompanies the package.
We anticipate being on CRAN in coming weeks and a next release soon that will include a full suite of sequential Monte Carlo (i.e., particle filtering) algorithms.