MCMCpack: 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.

Getting started

Package details

AuthorAndrew 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]
MaintainerJong Hee Park <jongheepark@snu.ac.kr>
LicenseGPL-3
Version1.7-1
URL https://CRAN.R-project.org/package=MCMCpack
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("MCMCpack")

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MCMCpack documentation built on Sept. 11, 2024, 8:13 p.m.