pmwg (Q129727)
From MaRDI portal
Particle Metropolis Within Gibbs
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | pmwg |
Particle Metropolis Within Gibbs |
Statements
31 January 2024
0 references
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.
0 references
Reilly Innes
0 references
Caroline Kuhne
0 references
Jon-Paul Cavallaro
0 references
Guy Hawkins
0 references
Scott Brown
0 references
Niek Stevenson
0 references
