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adcomp
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kaskr edited this page
Feb 1, 2018
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Welcome to the TMB Wiki
Download and install
TMB (Template Model Builder) is an R package for fitting statistical latent variable models to data. It is strongly inspired by
ADMB
. Unlike most other R packages the model is formulated in C++. This provides great flexibility, but requires some familiarity with the C/C++ programming language.
TMB can calculate first and second order derivatives of the likelihood function by
AD
, or any objective function written in C++.
The objective function (and its derivatives) can be called from R. Hence, parameter estimation via e.g.
nlminb()
is easy.
The user can specify that the
Laplace approximation
should be applied to any subset of the function arguments.
Yields marginal likelihood in latent variable model.
Standard deviations of any parameter, or derived parameter, obtained by the
'delta method'
Pre and post-processing of data done in R.
TMB is based on state-of-the art software:
CppAD
Eigen
, ...
A beginner's template listing some common functions and specifications can be seen at
template.cpp
The "Application Programmers Interface" of TMB is at
function reference
Links to other wikipages
Code--snippets
Development
Documentation
FAQ
Papers-using-TMB
Tutorial
User contributed C++ code
Windows installation notes
Links to related tools
Python Model Builder
PyMB
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