unwind

Takes a variance matrix and unwind to a vector via Cholesky decomposition
then take the log of the diagonal.

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

unwind function

<dl><dt>var_matrix</dt>
<dd>A variance matrix</dd></dl>

Arguments

Unwinds variance matrix to a vector — unwind

<dl>

<dt>var_matrix</dt>
<dd>A variance matrix</dd>

</dl>

Unwinds variance matrix to a vector

unwind: Unwinds variance matrix to a vector

Description

Usage

Value

Arguments