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 |
| Reference manual: | pmwg.html , pmwg.pdf |
| Vignettes: |
Introduction to pmwg (source, R code) |
| 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 |
Please use the canonical form https://CRAN.R-project.org/package=pmwg to link to this page.
Need a high-speed mirror for your open-source project?
Contact our mirror admin team at info@clientvps.com.
This archive is provided as a free public service to the community.
Proudly supported by infrastructure from VPSPulse , RxServers , BuyNumber , UnitVPS , OffshoreName and secure payment technology by ArionPay.