MCMCpack (Q59106): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI software profile / rank | |||
Normal rank |
Revision as of 11:57, 7 March 2024
Markov Chain Monte Carlo (MCMC) Package
Language | Label | Description | Also known as |
---|---|---|---|
English | MCMCpack |
Markov Chain Monte Carlo (MCMC) Package |
Statements
18 January 2024
0 references
Contains functions to perform Bayesian inference using posterior simulation for a number of statistical models. Most simulation is done in compiled C++ written in the Scythe Statistical Library Version 1.0.3. All models return 'coda' mcmc objects that can then be summarized using the 'coda' package. Some useful utility functions such as density functions,pseudo-random number generators for statistical distributions, a general purpose Metropolis sampling algorithm, and tools for visualization are provided.
0 references