We’re excited to announce that NIMBLE now supports automatic differentiation (AD), also known as algorithmic differentiation, in a beta version available on our website. In this beta version, NIMBLE now provides:
We’re making this beta release available to allow our users to test and evaluate the AD functionality and the new algorithms, but it is not recommended for production use at this stage. So please give it a try, and let us know of any problems or suggestions you have, either via the nimble-users list, bug reports to our GitHub repository, or email to nimble...@gmail.com.
You can download the beta version and view an extensive draft manual for the AD functionality.
We plan to release this functionality in the next NIMBLE release on CRAN in the coming months.