Laplace approximation, quadrature and nested approximation methods for NIMBLE.
Please see the NIMBLE website and main NIMBLE repository for more information.
nimbleQuad must be used with version 1.0.0 or higher of the nimble package, because it makes use of the automatic differentiation (AD) feature of nimble, which is currently available as a beta release.
For using the methods of nimbleQuad on a model, derivative calculations need to be built into for the model object. This is accomplished using the buildDerivs = TRUE argument in the call to nimbleModel as:
nimbleModel(code, constants, data, inits, buildDerivs = TRUE)