Converting to NIMBLE from JAGS, OpenBUGS or WinBUGS Converting to NIMBLE from JAGS, OpenBUGS or WinBUGS NIMBLE is a hierarchical modeling package that uses nearly the same modeling language as the popular MCMC packages WinBUGS, OpenBUGS and JAGS. NIMBLE makes the modeling language extensible — you can add distributions and functions — ...

Writing reversible jump MCMC samplers in NIMBLE Writing reversible jump MCMC samplers in NIMBLE Introduction Reversible jump Markov chain Monte Carlo (RJMCMC) is a powerful method for drawing posterior samples over multiple models by jumping between models as part of the sampling. For a simple example that I’ll use ...