pmwg: Particle Metropolis Within Gibbs
Provides an R implementation of the Particle Metropolis within Gibbs sampler for model parameter, covariance matrix and random effect estimation. A more general implementation of the sampler based on the paper by Gunawan, D., Hawkins, G. E., Tran, M. N., Kohn, R., & Brown, S. D. (2020) <doi:10.1016/j.jmp.2020.102368>. An HTML tutorial document describing the package is available at <https://university-of-newcastle-research.github.io/samplerDoc/> and includes several detailed examples, some background and troubleshooting steps.
| Version: | 0.2.7 |
| Depends: | R (≥ 3.6.0) |
| Imports: | checkmate,coda,condMVNorm,MASS,mvtnorm, stats |
| Suggests: | covr,rtdists,testthat,knitr,rmarkdown,V8 |
| Published: | 2024-01-31 |
| DOI: | 10.32614/CRAN.package.pmwg |
| Author: | Gavin Cooper [aut, cre, trl] (Package creator and maintainer), Reilly Innes [aut], Caroline Kuhne [aut], Jon-Paul Cavallaro [aut], David Gunawan [aut] (Author of original MATLAB code), Guy Hawkins [aut], Scott Brown [aut, trl] (Original translation from MATLAB to R), Niek Stevenson [aut] |
| Maintainer: | Gavin Cooper <gavin at gavincooper.net> |
| BugReports: | https://github.com/university-of-newcastle-research/pmwg/issues |
| License: | GPL-3 |
| URL: | https://github.com/university-of-newcastle-research/pmwg |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | pmwg results |
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