v1.1.0

NIMBLE is a system for building and sharing analysis methods for statistical models, especially for hierarchical models and computationally-intensive methods (such as MCMC, Laplace approximation, and SMC).

Version 1.1.0 provides new functionality and a variety of bug fixes.

• Enhancing our automatic differentiation (AD) system to enhance use of AD (and therefore HMC sampling) in models, including use of stochastic indexing and CAR models, as well as allowing distributions and functions (whether user-defined or built-in) that lack AD support (such as dinterval, dconstraint, and truncated distributions) to be used and compiled in AD-enabled models.
• Adding nimIntegrate to the NIMBLE language, providing one-dimensional numerical integration via adaptive quadrature, equivalent to R's integrate.
• Adding a "prior samples" MCMC sampler, which uses an existing set of numerical samples to define the prior distribution of model node(s).
• Better handling of CRP models under non-standard settings.
• Cleanly error trapping use of C++ keywords as model variable names.
• Removing the RW_multinomial MCMC sampler, which was found to generate incorrect posterior results.
• Fixing a bug in conjugacy checking in a case of subsets of multivariate nodes.
• Fixing is.na and is.nan to operate in the expected vectorized fashion.
• Improving documentation of AD, nimbleHMC, and nimbleSMC in the manual.
• Updating to Eigen version 3.4.0.