pmwg (Q129727)
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Particle Metropolis Within Gibbs
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | pmwg |
Particle Metropolis Within Gibbs |
Statements
31 January 2024
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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.
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