Materials for the NIMBLE short course at the NESS 2022 conference, May 23, 2022.

To prepare for the workshop:

• Install NIMBLE (see below)
• Install additional packages (see below)
• Download these materials (and check back before the workshop on Monday May 23 for updates)

All materials for the workshop will be in this GitHub repository. If you're familiar with Git/GitHub, you already know how to get all the materials on your computer. If you're not, simply click here.

• Lighting introduction in the user manual https://r-nimble.org/html_manual/cha-lightning-intro.html
• Examples on nimble websites https://r-nimble.org/examples
• Other workshops material nimble-training

The material for this workshop is based on othe workshops material available at nimble-training by the Nimble Development Team

Monday, May 22, 2022 Location: AUST 108

Click here for an overview of the material

Morning: 9am - 12pm

• Introduction to NIMBLE: basic concepts and workflows
  • 1_introduction_to_nimble
  • 2_nimble_models
• Customizing an MCMC
  • 3_customizing_mcmc

Afternoon: 1pm - 5pm

• Programming in NIMBLE
  • 4_writing_user_distributions
  • 5_writing_user_samplers
• Highlights of special features in NIMBLE
  • 6_nimble_highlights

Our user manual is here.

We have a cheatsheet on nimble models and distributions here.

For those of you who are not already familiar with writing models in WinBUGS, JAGS, or NIMBLE, you may want to look at Section 5.2 of our user manual in advance.

NIMBLE is an R package on CRAN, so in general it will be straightforward to install as with any R package, but you do need a compiler and related tools on your system.

In summary, here are the steps.

1. Install compiler tools on your system. https://r-nimble.org/download has more details on how to install Rtools on Windows and how to install the command line tools of Xcode on a Mac. Note that if you have packages requiring a compiler (e.g., Rcpp) on your computer, you should already have the compiler tools installed.

2. Install the nimble package from CRAN in the usual fashion for an R package. More details (including troubleshooting tips) can also be found in Section 4 of the NIMBLE manual.

3. To test that things are working please run the following code in R:

library(nimble)
code <- nimbleCode({
  y ~ dnorm(0,1)
})
model <- nimbleModel(code)
cModel <- compileNimble(model)

If that runs without error, you're all set. If not, please see the troubleshooting tips and email me in case you can't get things going.

In general we encourage you to update to the most recent version of NIMBLE, 0.12.2.

Some of the packages we will use (beyond those automatically installed with nimble) can be installed as follows:

install.packages(c("mcmcplots",  "classInt", "coda"))

compareMCMCs is a package in development that is not yet on CRAN:

library(remotes)
install_github("nimble-dev/compareMCMCs", subdir = "compareMCMCs")

Windows users will probably need to use this invocation:

library(remotes)
install_github("nimble-dev/compareMCMCs", subdir = "compareMCMCs", INSTALL_opts = "--no-multiarch")