Package

Top level package documentation

pmwg pmwg-package

pmwg: Particle Metropolis Within Gibbs.

Sampling

Functions for creating a sampler object and running the Particle Metropolis within Gibbs estimation methods.

pmwgs()

Create a PMwG sampler and return the created object

is.pmwgs()

Test whether object is a pmwgs

run_stage()

Run a stage of the PMwG sampler

init()

Initialise values for the random effects

Data Access

Functions for accessing and exporting samples in easy to work with formats.

as_mcmc()

Return a CODA mcmc object with the required samples

relabel_samples()

Relabel requested burn-in samples as adaptation

augment_sampler_epsilon()

Augment existing sampler object to have subject specific epsilon storage

Datasets

Data included in the package

forstmann

Forstmann et al.'s data

sampled_forstmann

A sampled object of a model of the Forstmann dataset