MCMCpack: Markov Chain Monte Carlo (MCMC) Package
Version 1.4-0

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]
Date of publication2017-06-05 18:19:00 UTC
MaintainerJong Hee Park <jongheepark@snu.ac.kr>
LicenseGPL-3
Version1.4-0
URL http://mcmcpack.berkeley.edu
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 June 6, 2017, 1:03 a.m.