Markov Chain Monte Carlo (MCMC) Package

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.


Reference manual

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1.6-0 by Jong Hee Park, 4 months ago

Browse source code at

Authors: Andrew D. Martin [aut] , Kevin M. Quinn [aut] , Jong Hee Park [aut,cre] , Ghislain Vieilledent [ctb] , Michael Malecki[ctb] , Matthew Blackwell [ctb] , Keith Poole [ctb] , Craig Reed [ctb] , Ben Goodrich [ctb] , Qiushi Yu [ctb] , Ross Ihaka [cph] , The R Development Core Team [cph] , The R Foundation [cph] , Pierre L'Ecuyer [cph] , Makoto Matsumoto [cph] , Takuji Nishimura [cph]

Documentation:   PDF Manual  

Task views: Bayesian Inference, Probability Distributions, Multivariate Statistics, Psychometric Models and Methods, Survival Analysis

GPL-3 license

Imports graphics, grDevices, lattice, methods, utils, mcmc, quantreg

Depends on coda, MASS, stats

System requirements: gcc (>= 4.0)

Imported by BHAI, BMRMM, BMTAR, BayesLCA, BayesMFSurv, BayesPostEst, BayesSPsurv, Bergm, CARBayes, CARBayesST, ConsReg, DPtree, HKprocess, HMMmlselect, HWEBayes, Hmsc, MBSGS, MCPAN, MixSIAR, NMADiagT, NSUM, PLMIX, PRSPGx, PortRisk, Rdta, SizeEstimation, StVAR, Zelig, animalEKF, bayesDP, bayesanova, bayesmove, bayest, bgumbel, blavaan, coarseDataTools, dmbc, evolqg, factor.switching, fdrDiscreteNull, gJLS2, hierarchicalDS, hmma, intRinsic, lchemix, llbayesireg, mHMMbayes, maxcombo, mbsts, miWQS, midas2, miscF, mixAR, noncomplyR, ouxy, pmwg, popdemo, qgg, quid, quokar, radmixture, sizeMat, sorocs, sparsereg, spikeSlabGAM, ssmsn.

Depended on by BayesESS, CoinMinD, DMRMark, MBSP, NHMM, NetworkChange, PICBayes, PhViD, RSGHB, RxCEcolInf, SimpleTable, adaptsmoFMRI, bacr, bayespref, brxx, gset, hzar, manet, pCalibrate, robustsae, twl, uskewFactors.

Suggested by BayesDA, DOBAD, MultiBD, Rlda, bridgesampling, dyn, frontier, greta, hmclearn, ivdoctr, pscl.

Enhanced by emmeans.

See at CRAN