MCMCpack

Markov Chain Monte Carlo (MCMC) Package

Jong Hee Park, Andrew D. Martin, Kevin M. Quinn

Last update: 18 January 2024

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.6-3, 0.3-10, 0.3-11, 0.4-1, 0.4-2, 0.4-3, 0.4-4, 0.4-5, 0.4-6, 0.4-7, 0.4-8, 0.4-9, 0.5-1, 0.5-2, 0.6-1, 0.6-2, 0.6-3, 0.6-4, 0.6-5, 0.6-6, 0.7-1, 0.7-2, 0.7-3, 0.7-4, 0.8-1, 0.8-2, 0.9-1, 0.9-2, 0.9-3, 0.9-4, 0.9-5, 0.9-6, 1.0-1, 1.0-2, 1.0-3, 1.0-4, 1.0-5, 1.0-6, 1.0-7, 1.0-8, 1.0-9, 1.0-10, 1.0-11, 1.1-1, 1.1-3, 1.1-4, 1.1-5, 1.2-1, 1.2-2, 1.2-3, 1.2-4.1, 1.2-4, 1.3-1, 1.3-2, 1.3-3, 1.3-4, 1.3-5, 1.3-6, 1.3-7, 1.3-8, 1.3-9, 1.4-0, 1.4-1, 1.4-2, 1.4-3, 1.4-4, 1.4-5, 1.4-6, 1.4-7, 1.4-8, 1.4-9, 1.5-0, 1.6-0, 1.6-1, 1.6-2, 1.7-0

Description

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.

Related Items (92)

bmstdr ⋮ evolqg ⋮ fungible ⋮ bartcs ⋮ clickb ⋮ poolHelper ⋮ BMRMM ⋮ BCClong ⋮ netcmc ⋮ HKprocess ⋮ adaptsmoFMRI ⋮ BayesDissolution ⋮ Hmsc ⋮ qgg ⋮ PRSPGx ⋮ SensMap ⋮ FAVAR ⋮ riAFTBART ⋮ ccpsyc ⋮ hdpGLM ⋮ midas2 ⋮ quid ⋮ bayesanova ⋮ bayesmove ⋮ gJLS2 ⋮ BayesSPsurv ⋮ PICBayes ⋮ miWQS ⋮ bgumbel ⋮ brxx ⋮ maxcombo ⋮ animalEKF ⋮ NVCSSL ⋮ HMMmlselect ⋮ ConsReg ⋮ miscF ⋮ pCalibrate ⋮ sorocs ⋮ lchemix ⋮ NMADiagT ⋮ Rdta ⋮ BayesESS ⋮ BHAI ⋮ hierarchicalDS ⋮ llbayesireg ⋮ twl ⋮ manet ⋮ DPtree ⋮ noncomplyR ⋮ ssmsn ⋮ robustsae ⋮ sparsereg ⋮ PortRisk ⋮ Bayenet ⋮ spikeSlabGAM ⋮ CARBayes ⋮ CARBayesST ⋮ Bergm ⋮ MixSIAR ⋮ SizeEstimation ⋮ StReg ⋮ SurrogateBMA ⋮ sectorgap ⋮ bmet ⋮ BayesianFactorZoo ⋮ mvst ⋮ sizeMat ⋮ BayesLCA ⋮ NetworkChange ⋮ popdemo ⋮ DMRMark ⋮ PhViD ⋮ PLMIX ⋮ RSGHB ⋮ coarseDataTools ⋮ MBSP ⋮ MBSGS ⋮ fdrDiscreteNull ⋮ MCPAN ⋮ BayesPostEst ⋮ factor.switching ⋮ bayest ⋮ BayesMFSurv ⋮ uskewFactors ⋮ mbsts ⋮ BMTAR ⋮ prolsirm ⋮ optDesignSlopeInt ⋮ lsirm12pl ⋮ mixAR ⋮ mHMMbayes ⋮ bayesDP

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