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.


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install.packages("MCMCpack")

1.4-4 by Jong Hee Park, a year ago


https://CRAN.R-project.org/package=MCMCpack


Browse source code at https://github.com/cran/MCMCpack


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] , 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 BayesLCA, Bergm, CARBayes, DPtree, HKprocess, HWEBayes, MBSGS, MCPAN, MHTcop, MixSIAR, NSUM, PANICr, PLMIX, PortRisk, REIDS, SizeEstimation, StVAR, Zelig, ZeligEI, bhrcr, blavaan, coarseDataTools, evolqg, fdrDiscreteNull, ggstatsplot, hierarchicalDS, llbayesireg, miscF, mvst, noncomplyR, popdemo, quokar, radmixture, sizeMat, sparsereg, spikeSlabGAM, ssmsn, starmie.

Depended on by BayesESS, BayesMed, CoinMinD, DMRMark, MBSP, NetworkChange, PhViD, R2GUESS, RSGHB, RxCEcolInf, SimpleTable, adaptsmoFMRI, anominate, bacr, bayespref, gset, hzar, manet, optDesignSlopeInt, pCalibrate, robustsae, twl, uskewFactors.

Suggested by BayesDA, BayesPostEst, DOBAD, IPMpack, MultiBD, Rlda, bayest, bridgesampling, dyn, frontier, greta, pscl.

Enhanced by emmeans.


See at CRAN