pmwg

Particle Metropolis Within Gibbs

David Gunawan, Scott Brown, Jon-Paul Cavallaro, Reilly Innes, Niek Stevenson, Caroline Kuhne, Guy Hawkins, Gavin Cooper

Last update: 31 January 2024

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.2.0, 0.1.9, 0.2.7

Description

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.

Cites work

New estimation approaches for the hierarchical Linear Ballistic Accumulator model

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