Particle Metropolis Within Gibbs.

pmwg - Particle Metropolis within Gibbs

Installation

To install the latest stable version you can use the following command to install from CRAN:

install.packages("pmwg")

If you want the (possibly unstable) development version, you can also install the package using devtools as follows:

devtools::install_github('university-of-newcastle-research/pmwg', ref="develop")

This package is tested and should work on all versions of R > 3.5, however instructions on installing to an earlier version of R are included below.

Using the package

The best introduction to the package can be found at the bookdown site located at: https://university-of-newcastle-research.github.io/samplerDoc/ The document there includes the motivation for the approach, several detailed examples of the package in action and a list of common problems and troubleshooting techniques. Also available online is the package documentation at https://university-of-newcastle-research.github.io/pmwg/ which consists of this README, a Reference of help documentation for individual functions, a list of changes to the project over time and more. Finally there is a page containing some frequently asked questions which can be found at https://university-of-newcastle-research.github.io/pmwg/FAQ.html

Included on the pmwg website is also a getting started guide to the package, available from https://university-of-newcastle-research.github.io/pmwg/articles/pmwg.html.