RTMB - R bindings for TMB

Motivation

The package RTMB provides a native R interface for a subset of TMB so you can avoid coding in C++.

RTMB only affects the TMB function MakeADFun that builds the objective function. Once MakeADFun has been invoked, everything else is exactly the same and models run as fast as if coded in C++.

PROS:

• Fast to change and re-run models because no compilation is needed.
• Debugging can be performed using the normal R debugger rather than gdb.

CONS:

• Not all features are supported. See current list of working examples.

Install

Binary (Windows/Mac without compiler)

Run from R:

install.packages('RTMB', repos = c('https://kaskr.r-universe.dev', 'https://cloud.r-project.org'))

See documentation page. A parallel version is available as a separate package 'RTMBp'

Source

NOTE: Requires at least TMB-1.9.3.

remotes::install_github("https://github.com/kaskr/RTMB", subdir="RTMB")

Known issues

• If you get a segfault while installing the package, please re-install Rcpp from source and try again (see kaskr#5).