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.
| Version: | 0.1.9 |
| Depends: | R (≥ 3.5.0) |
| Imports: | coda, condMVNorm, MASS, MCMCpack, mvtnorm, stats |
| Suggests: | covr, rtdists, testthat |
| Published: | 2020-09-02 |
| 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 at gavincooper.net> |
| BugReports: | https://github.com/newcastlecl/pmwg/issues |
| License: | GPL-3 |
| URL: | https://github.com/newcastlecl/pmwg |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | pmwg results |
| Reference manual: | pmwg.pdf |
| Package source: | pmwg_0.1.9.tar.gz |
| Windows binaries: | r-devel: pmwg_0.1.9.zip, r-release: pmwg_0.1.9.zip, r-oldrel: pmwg_0.1.9.zip |
| macOS binaries: | r-release: pmwg_0.1.9.tgz, r-oldrel: pmwg_0.1.9.tgz |
Please use the canonical form https://CRAN.R-project.org/package=pmwg to link to this page.