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:

Reference manual:	pmwg.pdf
Vignettes:	Introduction to pmwg

Downloads:

Package source:	pmwg_0.2.7.tar.gz
Windows binaries:	r-devel: pmwg_0.2.7.zip, r-release: pmwg_0.2.7.zip, r-oldrel: pmwg_0.2.7.zip
macOS binaries:	r-release (arm64): pmwg_0.2.7.tgz, r-oldrel (arm64): pmwg_0.2.7.tgz, r-release (x86_64): pmwg_0.2.7.tgz, r-oldrel (x86_64): pmwg_0.2.7.tgz
Old sources:	pmwg archive

Linking:

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