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: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=pmwg to link to this page.
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