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.

Version: 0.2.0
Depends: R (≥ 3.5.0)
Imports: checkmate, coda, condMVNorm, MASS, MCMCpack, mvtnorm, stats
Suggests: covr, rtdists, testthat
Published: 2021-02-17
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

Downloads:

Reference manual: pmwg.pdf
Package source: pmwg_0.2.0.tar.gz
Windows binaries: r-devel: pmwg_0.2.0.zip, r-release: pmwg_0.2.0.zip, r-oldrel: pmwg_0.2.0.zip
macOS binaries: r-release (arm64): pmwg_0.2.0.tgz, r-release (x86_64): pmwg_0.2.0.tgz, r-oldrel: pmwg_0.2.0.tgz
Old sources: pmwg archive

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