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pmwg  

Particle Metropolis Within Gibbs
View on CRAN: Click here


Download and install pmwg package within the R console
Install from CRAN:
install.packages("pmwg")

Install from Github:
library("remotes")
install_github("cran/pmwg")

Install by package version:
library("remotes")
install_version("pmwg", "0.2.7")



Attach the package and use:
library("pmwg")
Maintained by
Gavin Cooper
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-09-02
Latest Update: 2024-01-31
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) . An HTML tutorial document describing the package is available at and includes several detailed examples, some background and troubleshooting steps.
How to cite:
Gavin Cooper (2020). pmwg: Particle Metropolis Within Gibbs. R package version 0.2.7, https://cran.r-project.org/web/packages/pmwg. Accessed 26 Aug. 2026.
Previous versions and publish date:
(2026-07-09 06:42), 0.1.9 (2020-09-02 10:00), 0.2.0 (2021-02-17 06:30)
Other packages that cited pmwg R package
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Complete documentation for pmwg
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