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 0.9.0 provides some new features as well as providing a variety of speed improvements, better output handling, and bug fixes.
New features and bug fixes include:
- added an iterated filtering 2 (IF2) algorithm (a sequential Monte Carlo (SMC) method) for parameter estimation via maximum likelihood;
- fixed several bugs in our SMC algorithms;
- improved the speed of MCMC configuration;
- improved the user interface for interacting with the MCMC configuration; and
- improved our conjugacy checking system to detect some additional cases of conjugacy.
Please see the release notes on our website for more details.