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/>. An HTML tutorial document describing the package is available at <> 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>
License: GPL-3
NeedsCompilation: no
Materials: README
CRAN checks: pmwg results


Reference manual: pmwg.pdf
Package source: pmwg_0.1.9.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: pmwg_0.1.9.tgz, r-oldrel: pmwg_0.1.9.tgz


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