Template Model Builder: A General Random Effect Tool Inspired by 'ADMB'

With this tool, a user should be able to quickly implement complex random effect models through simple C++ templates. The package combines 'CppAD' (C++ automatic differentiation), 'Eigen' (templated matrix-vector library) and 'CHOLMOD' (sparse matrix routines available from R) to obtain an efficient implementation of the applied Laplace approximation with exact derivatives. Key features are: Automatic sparseness detection, parallelism through 'BLAS' and parallel user templates.


News


TMB 1.7.15 (2018-11-08)

o Allow report array of any type (similar to vector case)

o Solve 'rck' issue from CRAN

o Fix bug in separable simulate


TMB 1.7.14 (2018-06-23)

o Fix performance bug triggered by R-devel.

o Fixed bug in sparsity detection algorithm.

o Tweedie atomic function speedup.

o Fix save/reload model object. Loaded object no longer overwrites fitted parameters when running e.g. obj$report() or obj$simulate().

o New function 'tmbroot' computes likelihood profile confidence intervals.


TMB 1.7.13 (2018-03-22)

o Redundant warnings from CHOLMOD have been silenced.

o ADREPORT now tracks object dimensions. More infomation in '?TMB::as.list.sdreport'.

o New feature to do process normalization from R. See '?TMB::normalize'.

o New feature to update data from R without re-taping the computational graph. Enabled on C++ side using 'DATA_UPDATE'.

o bugfix C++ namespace 'autodiff': Jacobian had wrong dimension.


TMB 1.7.12 (2017-12-10)

o Fix CRAN rchk tool warnings (although false alarm)

o New macro TMB_OBJECTIVE_PTR for more flexible use of DATA and PARAMETER objects.

o Fix 'oneStepPredict' when no random effects.

o C callable routines 'tmb_forward' and 'tmb_reverse' added.

o Fix bug in empty array assignment.

o Fix slow 'oneStepPredict' caused by matrix inversion in 'tmbprofile'.

o TMB:::setupRstudio()

o compile: Add flag for tracing forward sweeps.


TMB 1.7.11 (2017-08-09)

o Allow logical data objects

o Fix conversion R <-> C++ of long objects

  • Can now pass long vector (length >= 2^31) as DATA_VECTOR.
  • Can now REPORT a long vector.
  • Can now calculate long jacobian matrices (m*n can be greater than 2^31 where n is the number of parameters and m the number of ADREPORTed variables).

o Fixed a possible segmentation fault in sparsity detection algorithm.

o New flag to sdreport() reduces memory usage when bias correcting a large number of variables.

o New experimental function checkConsistency() to check the Laplace approximation and correctness of the user template.


TMB 1.7.10 (2017-05-03)

o Fix broken Solaris build caused by Eigen 3.3.3 update


TMB 1.7.9 (2017-04-12)

o Fix PROTECT bugs reported by Tomas Kalibera.

o Now possible to use 'autodiff::hessian' in conjunction with atomic functions.

o Fix 'testthat:::expect_equal(obj, obj)' crash for non-random effect models.

o Fix compatibility issues of 'tmbutils::vector' with eigen 3.3.2.


TMB 1.7.8 (2017-02-08)

o Internal bug fixes.

  • Fix bug in GMRF constructor from grid array.
  • Fix printing of Eigen/AD types (broken by version 1.7.7)

TMB 1.7.7 (2017-01-31)

o Internal modifications:

  • Fix Eigen 3.3.2 compatibility issues.
  • Disable dynamic symbols.

TMB 1.7.6 (2017-01-15)

o Add Conway-Maxwell-Poisson distribution (dcompois, rcompois).

o Add lfactorial.

o Move MCMC to separate package.

o Add simulators for exponential, beta, F, logistic, Student T, and Weibull distributions.

o Fix a bug in function 'split'.


TMB 1.7.5 (2016-11-20)

o Atomic logspace_add and logspace_sub.

o Numerically robust binomial and negative binomial density functions.

o New macros:

  • DATA_STRING to pass strings from R.
  • SIMULATE to mark blocks of simulation code.

o Simulation methods implemented for density classes:

  • MVNORM, AR1, SCALE, VECSCALE, SEPARABLE, GMRF, ARk.

o R-style simulators now available from the template:

  • rnorm, runif, rpois, rbinom, rgamma, rnbinom and rnbinom2.

TMB 1.7.4 (2016-09-21)

o Add onLoad check on 'Matrix' package version.

o runExample: Fixed bug when running all examples from a specified example folder.

o sdreport: Fixed bug in the case with exactly one random effect.

o sdreport: Reduced size of output.


TMB 1.7.3 (2016-09-05)

o New atomic functions:

  • pbeta
  • qbeta
  • dtweedie
  • besselK (derivatives wrt both arguments)
  • besselI (derivatives wrt both arguments)
  • besselJ (derivatives wrt both arguments)
  • besselY (derivatives wrt both arguments)

o Adaptive numerical integration:

  • gauss_kronrod::integrate (one dimension)
  • gauss_kronrod::mvIntegrate (multiple dimensions)

o sdreport: Fix bug that caused bias.correction to break when parameter maps were in use.


TMB 1.7.2 (2016-08-09)

o sdreport: Allow bias correct in chunks to reduce memory.

o Experimental TMB:::install.contrib to install user contributed cpp code from github.

o Disable CHOLMOD warnings from inner problem when silent=TRUE.

o sdreport: Keep running when solve(hessian) fails.

o sdreport: Fix bug that caused summary(sdreport(.)) to fail when nothing was ADREPORTed.


TMB 1.7.1 (2016-05-05)

o Lots of minor performance optimizations.

o sdreport: New argument getReportCovariance.

  • Reduces memory usage when many variables are ADREPORTed.

o bugfix: numeric(0) in random list of MakeADFun caused wrong parameter list.

o New atomic: convol2d


TMB 1.7.0 (2016-03-22)

o CITATION update with JSS publication.

o New function 'as.list.sdreport' converts from sdreport format to original parameter list structure.

o MCMC:

  • Fix small bug in transforming intial values in NUTS.
  • Rename mcmc -> run_mcmc to avoid conflict with coda package.

TMB 1.6.6 (2016-01-28)

o oneStepPredict: Add one-step mean to output for methods 'oneStepGaussianOffMode' and 'oneStepGeneric'.

o Array class changes:

  • More explicit array assignment from other class: Can now assign from matrix and un-evaluated expression template E.g. a = a.matrix() * a.matrix();
  • Documentation: warning about the 2D case
  • Re-implement vec() operator (avoid loop)
  • Add method matrix() to array class: Keeps first dimension and collapses remaining dimensions.

o Clean up potential naming conflicts caused by Rmath macros

o Atomic functions general speedup

o bugfix: precompile broke REGISTER_ATOMIC


TMB 1.6.5 (2015-12-02)

o Fix bug that caused sdreport to fail for models using the 'profile' argument to MakeADFun.

o Robustify marginal likelihood for extreme parameters (to help MCMC).

o MCMC: Improved stability of adaptive step size algorithm.

o Bias correction documentation and test example. Results are now part of the summary output.


TMB 1.6.4 (2015-11-22)

o precompile() makeover:

  • Works on all platforms.
  • Works with multiple models in same R instance.
  • Frequently used classes MVNORM_t and GMRF_t added to precompilation.

TMB 1.6.3 (2015-11-11)

o Fix array rows() method (The method inherited from Eigen would report the length of the underlying vector).

o Eliminate std::cout in CRAN version.

o MCMC samplers (HMC, NUTS and RWM) added by Cole Monnahan.


TMB 1.6.0 (2015-10-08)

o Major changeset to get closer to CRAN submission

  • Added 'dontrun' to most examples. Reason: All useful TMB examples take too long time to run because they require compilation.

  • Removed TMB-internals.

  • Added Roxygen for remaining functions: dynlib() runSymbolicAnalysis() config() plot.parallelBenchmark() summary.sdreport() print.sdreport() print.backtrace() plot.tmbprofile() confint.tmbprofile()

  • Got rid of global configuration, e.g flagsDefaults(), newtonDefaults() etc.

  • Reworked newtonOption() and adapted all examples to new syntax. (NOTE: not entirely backwards compatible since to old version modified global settings, which we do not allow anymore).

  • Fixed several typos, e.g. c++ -> C++

  • CITATION: Added arxiv reference.

  • DESCRIPTION: Changed title and added URL.

  • NAMESPACE: Cleanup

o CppAD jacobian: prefer reverse mode over forward mode if work is equal

  • TMB only requires 1st order reverse (not forward) mode to be implemented for atomic functions. This can result in the error 'order not implemented' if CppAD automatically selects forward over reverse mode.
  • In cases where the work of forward and reverse mode are equal it is therefore more natural (from TMB perspective) to select reverse mode.

o Document parallel_accumulator #122

o Lots of doxygen documentation updates


TMB 1.5-1 (2015-10-04)

o From now on the github version follows the R version

o Added NEWS file

o Emacs mode version 3.0 from Arni Magnusson

o Robustify tmbprofile() #137

o Experimental oneStepPredict() now handles discrete case as part of a general 'oneStepGeneric' method.

o tmbprofile() multiple changes

  • Allow specification of a valid range of the parameter.
  • Get more detail in the center of the distribution. (does not affect cases where likelihood has been optimized)

o C++: New namespace 'autodiff' makes it easy to use AD from the user template.

o C++: New namespace 'romberg' with wrappers around CppAD integration routines.

o Automatic retape when loading saved ADFun objects.

o Keep attribute 'check.passed' when subsetting parameter list

o Fix 32 bit

o match pattern: Improvement for large problems. As a result it is now be possible to handle 2^31-1 nonzeros in Cholesky factor. Old method would break down around 2^30.

o MVNORM_t: Method to evaluate marginals.

o oneStepPredict() now works with maps #108.

o Lots of improvements and cleanups from Martin Maechler.


TMB 1.5-0 (2015-08-10)

o Add pnorm/qnorm one-argument vectorized versions.

o bugfix: Vectorized math operations crashed in the zero-length case.

o Add missing bounds check to array class #100 - Now checks each index component (not just the re-mapped univariate index).

o BesselK atomic + Matern correlation function.

o asSparseMatrix and asSparseVector fix: Conversion from dense to sparse should not drop zero-entries that could potentially become nonzero (i.e. parameter dependent entries).

o CppAD::Variable now works for TMB models.

o Script to enable 'runSymbolicAnalysis' on all Linux and OS X systems.

o New experimental function 'oneStepPredict' for OSA residuals with ar1xar1 as an example.

o New atomic function 'ppois'.

o REPORT: Allow report vector of 'anything'.

o getUserDLL: Improve guess of user's DLL code (when DLL not given to MakeADFun).

o Eliminate warning with '-Wpedantic'.

o sdreport new option: ignore.parm.uncertainty.

o New example: HMM filter.

o General 1D likelihood profile function + method to get profile confidence intervals + plot method.

o MakeADFun: New option to move outer parameters to the inner problem (purpose: get same speed as the REML trick for linear fixed effects without loosing the ML interpretation).

o MakeADFun: New argument 'silent' to disable all tracing output.


TMB 1.4-0 (2015-04-16)

o CppAD updated to development version. Reduced peak memory usage with up to 50% for large models.

o New configuration variables.

o Avoid crashes due to memory allocation errors.

o Print index errors to error stream.

o Allow compilation with -std=c++11.

o sdreport: bias.correct optimizations.

o Implement up to 7d array (like admb).

o Allow lists as data object with R-inla SPDE structures as an example.


TMB 1.0-0 (2013-09-10)

o Initial release.

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("TMB")

1.7.15 by Kasper Kristensen, 9 months ago


http://tmb-project.org


Report a bug at https://github.com/kaskr/adcomp/issues


Browse source code at https://github.com/cran/TMB


Authors: Kasper Kristensen [aut, cre, cph] , Brad Bell [cph] , Hans Skaug [ctb] , Arni Magnusson [ctb] , Casper Berg [ctb] , Anders Nielsen [ctb] , Martin Maechler [ctb] , Theo Michelot [ctb] , Mollie Brooks [ctb] , Alex Forrence [ctb] , Christoffer Moesgaard Albertsen [ctb] , Cole Monnahan [ctb]


Documentation:   PDF Manual  


GPL-2 license


Imports graphics, methods, stats, utils, Matrix

Suggests numDeriv, parallel

Linking to Matrix, RcppEigen


Imported by MLZ, MSEtool, broom.mixed, foieGras, glmmTMB, marked, mumm.

Depended on by gllvm, tmbstan.

Suggested by adnuts, covafillr, sjPlot.


See at CRAN