pmwg

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 and includes several detailed examples, some background and troubleshooting steps.