gibbs_step

Samples new <code>theta_mu</code> and <code>theta_sig</code> using Gibbs sampling

internal

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.

Gavin Cooper

pmwg

Particle Metropolis Within Gibbs

Reilly Innes

Caroline Kuhne

Jon-Paul Cavallaro

David Gunawan

Guy Hawkins

Scott Brown

Niek Stevenson

gibbs_step function

<dl><dt>sampler</dt>
<dd>The pmwgs object from which to generate the new group
parameters.</dd></dl>

Arguments

Gibbs step of the Particle Metropolis within Gibbs sampler — gibbs_step

<dl>

<dt>sampler</dt>
<dd>The pmwgs object from which to generate the new group
parameters.</dd>

</dl>

Gibbs step of the Particle Metropolis within Gibbs sampler

gibbs_step: Gibbs step of the Particle Metropolis within Gibbs sampler

Description

Usage

Value

Arguments