Package: pmwg 0.2.7
Gavin Cooper
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/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.
Authors:
pmwg_0.2.7.tar.gz
pmwg_0.2.7.zip(r-4.5)pmwg_0.2.7.zip(r-4.4)pmwg_0.2.7.zip(r-4.3)
pmwg_0.2.7.tgz(r-4.4-any)pmwg_0.2.7.tgz(r-4.3-any)
pmwg_0.2.7.tar.gz(r-4.5-noble)pmwg_0.2.7.tar.gz(r-4.4-noble)
pmwg_0.2.7.tgz(r-4.4-emscripten)pmwg_0.2.7.tgz(r-4.3-emscripten)
pmwg.pdf |pmwg.html✨
pmwg/json (API)
| # Install 'pmwg' in R: |
| install.packages('pmwg', repos = c('https://university-of-newcastle-research.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/university-of-newcastle-research/pmwg/issues
- forstmann - Forstmann et al.'s data
- sampled_forstmann - A sampled object of a model of the Forstmann dataset
Last updated 10 months agofrom:c69e141b92. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 12 2024 |
| R-4.5-win | OK | Nov 12 2024 |
| R-4.5-linux | OK | Nov 12 2024 |
| R-4.4-win | OK | Nov 12 2024 |
| R-4.4-mac | OK | Nov 12 2024 |
| R-4.3-win | OK | Nov 12 2024 |
| R-4.3-mac | OK | Nov 12 2024 |
Exports:as_mcmcaugment_sampler_epsiloninitis.pmwgspmwgsrelabel_samplesrun_stage
Dependencies:backportscheckmatecodacondMVNormlatticeMASSmvtnorm
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Return a CODA mcmc object with the required samples | as_mcmc |
| Augment existing sampler object to have subject specific epsilon storage | augment_sampler_epsilon |
| Forstmann et al.'s data | forstmann |
| Initialise values for the random effects | init |
| Test whether object is a pmwgs | is.pmwgs |
| Create a PMwG sampler and return the created object | pmwgs |
| Relabel requested burn-in samples as adaptation | relabel_samples |
| Run a stage of the PMwG sampler | run_stage |
| A sampled object of a model of the Forstmann dataset | sampled_forstmann |