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.
///////////////////// // MCMCpack README // ///////////////////// // Authors Andrew D. Martin <[email protected]> Kevin M. Quinn <[email protected]> Jong Hee Park <[email protected]> // Compilation This package (along with Scythe) uses C++ and the Standard Template Library (STL). We suggest using of the GCC compiler 4.0 or greater. The current package has been tested using GCC 4.0 on Linux and MacOS X. Many thanks to Dan Pemstein for helping with all sorts of C++ issues, and to Kurt Hornik and Fritz Leisch for their help with debugging as well as their service to the R community. We are also very grateful to Brian Ripley who provided C++ patches to fix a number of clang and Solaris issues. // Acknowledgments We gratefully acknowledge support from: * National Science Foundation, Program in Methodology, Measurement, and Statistics, Grants SES-0350646 and SES-0350613 * Washington University, Department of Political Science, the Weidenbaum Center on the Economy, Government, and Public Policy (http://wc.wustl.edu), and the Center for Empirical Research in the Law (http://cerl.wustl.edu) * Harvard University, Department of Government and the Institute for Quantitative Social Sciences (http://iq.harvard.edu) Neither the National Science Foundation, Washington University, or Harvard University bear any responsibility for the content of this package. Please contact Jong Hee Park <[email protected]> if you have any problems or questions. -- Jong Hee Park, Ph.D. Professor in Dept. Political Science and International Relations Seoul National University Email: [email protected] WWW: http://jhp.snu.ac.kr