MCMC using Hamiltonian Monte Carlo (latent discrete random variables cannot be used)
approximate Bayesian inference with variational inference
penalized maximum likelihood estimation with optimization
Website : http://mc-stan.org/rstan/index.html (Rstan) https://mc-stan.org/ (Stan)
MCMC, Particle Filtering, and Programmable Hierarchical Modeling
Mostly compatible with 'BUGS' and 'JAGS'
Website : https://r-nimble.org/