TMB stands for Template Model Builder. It's a powerful and flexible R package for fitting complex statistical models, particularly in the field of ecology and fisheries. Its primary strengths lie in its ability to handle models with complex random effects and to provide efficient computation of likelihood-based inference.
Here's a breakdown of key aspects:
Purpose: TMB simplifies the process of estimating parameters and calculating standard errors in statistical models that are too complex for standard R functions like lm
or glm
. It's especially useful when dealing with hierarchical models, state-space models, and other models with random effects.
How it Works: TMB uses a technique called automatic differentiation (AD). You define your model in C++ and then use R functions to call the C++ code. The AD capability allows TMB to calculate derivatives of the likelihood function, which are needed for optimization and calculating standard errors, with minimal programming effort on your part. The <a href="https://www.wikiwhat.page/kavramlar/Automatic%20Differentiation">Automatic Differentiation</a> is done by TMB.
Key Features:
Applications: TMB is commonly used in areas such as:
Relationship to ADMB: TMB can be considered a modern alternative to ADMB (AD Model Builder). Both use AD for model fitting, but TMB is generally considered easier to use and integrate with the R environment. ADMB uses <a href="https://www.wikiwhat.page/kavramlar/ADMB">ADMB</a> language.
Dependencies: TMB relies on the Rcpp package to integrate C++ code with R.
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