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 <> and includes several detailed examples, some background and troubleshooting steps.


Reference manual

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0.2.0 by Gavin Cooper, 9 months ago

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Browse source code at

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 checkmate, coda, condMVNorm, MASS, MCMCpack, mvtnorm, stats

Suggests covr, rtdists, testthat

See at CRAN