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) . An HTML tutorial document describing the package is available at < https://newcastlecl.github.io/samplerDoc/> and includes several detailed examples, some background and troubleshooting steps.


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install.packages("pmwg")

0.1.9 by Gavin Cooper, 2 months ago


https://github.com/newcastlecl/pmwg


Report a bug at https://github.com/newcastlecl/pmwg/issues


Browse source code at https://github.com/cran/pmwg


Authors: 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)


Documentation:   PDF Manual  


GPL-3 license


Imports coda, condMVNorm, MASS, MCMCpack, mvtnorm, stats

Suggests covr, rtdists, testthat


See at CRAN