Free statistical software | Numerical analysis software for Linux

ADMB

ADMB or AD Model Builder is a free and open source software suite for non-linear statistical modeling. It was created by David Fournier and now being developed by the ADMB Project, a creation of the non-profit ADMB Foundation. The "AD" in AD Model Builder refers to the automatic differentiation capabilities that come from the AUTODIF Library, a C++ language extension also created by David Fournier, which implements reverse mode automatic differentiation. A related software package, ADMB-RE, provides additional support for modeling random effects. (Wikipedia).

ADMB
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Related pages

Automatic differentiation | Markov chain Monte Carlo | Partial derivative | Random effects model | Bayesian probability | Statistical model | Hessian matrix