pmwg

Particle Metropolis Within Gibbs

CRAN Package

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) . An HTML tutorial document describing the package is available at and includes several detailed examples, some background and troubleshooting steps.

  • Version0.2.7
  • R version≥ 3.6.0
  • LicenseGPL-3
  • Needs compilation?No
  • Last release01/31/2024

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  • Depends1 package
  • Imports6 packages
  • Suggests6 packages