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 |
Documentation:
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