The data | The log-likelihood function | Other necessary components | Creating and running the sampler | References
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-4.7-any)pmwg_0.2.7.zip(r-4.6-any)pmwg_0.2.7.zip(r-4.5-any)
pmwg_0.2.7.tgz(r-4.6-any)pmwg_0.2.7.tgz(r-4.5-any)
pmwg_0.2.7.tar.gz(r-4.7-any)pmwg_0.2.7.tar.gz(r-4.6-any)
pmwg_0.2.7.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
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
Datasets:
- forstmann - Forstmann et al.'s data
- sampled_forstmann - A sampled object of a model of the Forstmann dataset
Last updated from:c69e141b92. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 132 | ||
| source / vignettes | OK | 170 | ||
| linux-release-x86_64 | OK | 129 | ||
| macos-release-arm64 | OK | 118 | ||
| macos-oldrel-arm64 | OK | 178 | ||
| windows-devel | OK | 96 | ||
| windows-release | OK | 155 | ||
| windows-oldrel | OK | 155 | ||
| wasm-release | OK | 115 |
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 |