BayesRTMB - Bayesian Inference Using 'RTMB'
Provides tools for Markov chain Monte Carlo (MCMC) and
Maximum A Posteriori (MAP) estimation utilizing the 'RTMB'
package. It supports various statistical models including
generalized linear mixed models, factor analysis, item response
theory, and multidimensional unfolding. The package allows
users to easily transition between frequentist and Bayesian
paradigms using a unified interface. Automatic differentiation
and Laplace approximation follow Kristensen et al. (2016)
<doi:10.18637/jss.v070.i05>, and MCMC sampling uses the
No-U-Turn Sampler described by Hoffman and Gelman (2014)
<https://jmlr.org/papers/v15/hoffman14a.html>.