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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://newcastlecl.github.io/samplerDoc/> and includes several detailed examples, some background and troubleshooting steps.
Getting started
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Package details |
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| 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) |
| Maintainer | Gavin Cooper <gavin@gavincooper.net> |
| License | GPL-3 |
| Version | 0.2.0 |
| URL | https://github.com/newcastlecl/pmwg |
| Package repository | View on CRAN |
| Installation |
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