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.

AuthorAndrew D. Martin, Kevin M. Quinn, and Jong Hee Park
Date of publication2016-10-27 11:17:36
MaintainerJong Hee Park <jongheepark@snu.ac.kr>
LicenseGPL-3
Version1.3-8
http://mcmcpack.berkeley.edu

View on CRAN

Man pages

BayesFactor: Create an object of class BayesFactor from MCMCpack output

choicevar: Handle Choice-Specific Covariates in Multinomial Choice...

dirichlet: The Dirichlet Distribution

dtomog: Dynamic Tomography Plot

HMMpanelFE: Markov Chain Monte Carlo for the Hidden Markov Fixed-effects...

HMMpanelRE: Markov Chain Monte Carlo for the Hidden Markov Random-effects...

invgamma: The Inverse Gamma Distribution

iwishart: The Inverse Wishart Distribution

make.breaklist: Vector of break numbers

MCbinomialbeta: Monte Carlo Simulation from a Binomial Likelihood with a Beta...

MCMCbinaryChange: Markov Chain Monte Carlo for a Binary Multiple Changepoint...

MCMCdynamicEI: Markov Chain Monte Carlo for Quinn's Dynamic Ecological...

MCMCdynamicIRT1d: Markov Chain Monte Carlo for Dynamic One Dimensional Item...

MCMCfactanal: Markov Chain Monte Carlo for Normal Theory Factor Analysis...

MCMChierEI: Markov Chain Monte Carlo for Wakefield's Hierarchial...

MCMChlogit: Markov Chain Monte Carlo for the Hierarchical Binomial Linear...

MCMChpoisson: Markov Chain Monte Carlo for the Hierarchical Poisson Linear...

MCMChregress: Markov Chain Monte Carlo for the Hierarchical Gaussian Linear...

MCMCirt1d: Markov Chain Monte Carlo for One Dimensional Item Response...

MCMCirtHier1d: Markov Chain Monte Carlo for Hierarchical One Dimensional...

MCMCirtKd: Markov Chain Monte Carlo for K-Dimensional Item Response...

MCMCirtKdHet: Markov Chain Monte Carlo for Heteroskedastic K-Dimensional...

MCMCirtKdRob: Markov Chain Monte Carlo for Robust K-Dimensional Item...

MCMClogit: Markov Chain Monte Carlo for Logistic Regression

MCMCmetrop1R: Metropolis Sampling from User-Written R function

MCMCmixfactanal: Markov Chain Monte Carlo for Mixed Data Factor Analysis Model

MCMCmnl: Markov Chain Monte Carlo for Multinomial Logistic Regression

MCMCoprobit: Markov Chain Monte Carlo for Ordered Probit Regression

MCMCoprobitChange: Markov Chain Monte Carlo for Ordered Probit Changepoint...

MCMCordfactanal: Markov Chain Monte Carlo for Ordinal Data Factor Analysis...

MCMCpoisson: Markov Chain Monte Carlo for Poisson Regression

MCMCpoissonChange: Markov Chain Monte Carlo for a Poisson Regression Changepoint...

MCMCprobit: Markov Chain Monte Carlo for Probit Regression

MCMCprobitChange: Markov Chain Monte Carlo for a linear Gaussian Multiple...

MCMCquantreg: Bayesian quantile regression using Gibbs sampling

MCMCregress: Markov Chain Monte Carlo for Gaussian Linear Regression

MCMCregressChange: Markov Chain Monte Carlo for a linear Gaussian Multiple...

MCMCresidualBreakAnalysis: Break Analysis of Univariate Time Series using Markov Chain...

MCMCSVDreg: Markov Chain Monte Carlo for SVD Regression

MCMCtobit: Markov Chain Monte Carlo for Gaussian Linear Regression with...

MCmultinomdirichlet: Monte Carlo Simulation from a Multinomial Likelihood with a...

MCnormalnormal: Monte Carlo Simulation from a Normal Likelihood (with known...

MCpoissongamma: Monte Carlo Simulation from a Poisson Likelihood with a Gamma...

mptable: Calculate the marginal posterior probabilities of predictors...

Nethvote: Dutch Voting Behavior in 1989

noncenhypergeom: The Noncentral Hypergeometric Distribution

PErisk: Political Economic Risk Data from 62 Countries in 1987

plotChangepoint: Posterior Density of Regime Change Plot

plotState: Changepoint State Plot

PostProbMod: Calculate Posterior Probability of Model

procrust: Procrustes Transformation

QRSSVSplot: Plot output from quantile regression stochastic search...

QRSSVSsummary: Summarising the results of quantile regression stochastic...

readscythe: Read a Matrix from a File written by Scythe

Rehnquist: U.S. Supreme Court Vote Matrix, Rehnquist Court (1994-2004)

Senate: 106th U.S. Senate Roll Call Vote Matrix

SSVSquantreg: Stochastic search variable selection for quantile regression

SupremeCourt: U.S. Supreme Court Vote Matrix

testpanelGroupBreak: A Test for the Group-level Break using a Multivariate Linear...

testpanelSubjectBreak: A Test for the Subject-level Break using a Unitivariate...

tomog: Tomography Plot

topmodels: Shows an ordered list of the most frequently visited models...

vech: Extract Lower Triangular Elements from a Symmetric Matrix

wishart: The Wishart Distribution

writescythe: Write a Matrix to a File to be Read by Scythe

xpnd: Expand a Vector into a Symmetric Matrix

Files in this package

MCMCpack
MCMCpack/inst
MCMCpack/inst/CITATION
MCMCpack/inst/HISTORY
MCMCpack/configure.ac
MCMCpack/src
MCMCpack/src/MCMCbinaryChange.cc
MCMCpack/src/lapack.h
MCMCpack/src/MCMCirtKdRob.cc
MCMCpack/src/MCMCmnlMH.cc
MCMCpack/src/rtmvnorm.h
MCMCpack/src/MCMClogit.cc
MCMCpack/src/MCMCmnl.h
MCMCpack/src/MCMCfcds.h
MCMCpack/src/MCMCprobitres.cc
MCMCpack/src/MCMCirtHier1d.cc
MCMCpack/src/SSVSquantreg.cc
MCMCpack/src/error.h
MCMCpack/src/wrapped_generator.h
MCMCpack/src/MCMClogituserprior.cc
MCMCpack/src/MCMCordfactanal.cc
MCMCpack/src/matrix_forward_iterator.h
MCMCpack/src/MCMChregress.cc
MCMCpack/src/lecuyer.cc
MCMCpack/src/HMMpanelFE.cc
MCMCpack/src/MCMCtobit.cc
MCMCpack/src/MCMCprobitChange.cc
MCMCpack/src/mersenne.h
MCMCpack/src/algorithm.h
MCMCpack/src/MCMCquantreg.cc
MCMCpack/src/optimize.h
MCMCpack/src/MCMChlogit.cc
MCMCpack/src/MCMCmetrop1R.cc
MCMCpack/src/HMMmultivariateGaussian.cc
MCMCpack/src/lecuyer.h
MCMCpack/src/MCMCpoisson.cc
MCMCpack/src/MCMCrng.h
MCMCpack/src/MCMCresidualBreakAnalysis.cc
MCMCpack/src/stat.h
MCMCpack/src/MCMCprobit.cc
MCMCpack/src/Makevars.in
MCMCpack/src/matrix_random_access_iterator.h
MCMCpack/src/ide.h
MCMCpack/src/MCMCmixfactanal.cc
MCMCpack/src/MCMCoprobit.cc
MCMCpack/src/MCMCoprobitChange.cc
MCMCpack/src/smath.h
MCMCpack/src/MCMCfactanal.cc
MCMCpack/src/MCMCdynamicIRT1d.cc
MCMCpack/src/MCMChpoisson.cc
MCMCpack/src/HMMpanelRE.cc
MCMCpack/src/la.h
MCMCpack/src/MCMCregressChange.cc
MCMCpack/src/Makevars.win
MCMCpack/src/MCMCSVDreg.cc
MCMCpack/src/MCMCregress.cc
MCMCpack/src/defs.h
MCMCpack/src/matrix_bidirectional_iterator.h
MCMCpack/src/MCMCdynamicIRT1d-b.cc
MCMCpack/src/distributions.h
MCMCpack/src/rng.h
MCMCpack/src/MCMChierEI.cc
MCMCpack/src/MCMCdynamicEI.cc
MCMCpack/src/datablock.h
MCMCpack/src/MCMCmnlslice.cc
MCMCpack/src/MCMCpoissonChange.cc
MCMCpack/src/MCMCirtKdHet.cc
MCMCpack/src/MCMChierBetaBinom.cc
MCMCpack/src/matrix.h
MCMCpack/src/MCMCirt1d.cc
MCMCpack/NAMESPACE
MCMCpack/data
MCMCpack/data/Senate.rda
MCMCpack/data/Nethvote.rda
MCMCpack/data/SupremeCourt.rda
MCMCpack/data/PErisk.rda
MCMCpack/data/Rehnquist.rda
MCMCpack/R
MCMCpack/R/MCMCmixfactanal.R MCMCpack/R/MCMChlogit.R MCMCpack/R/scythe.R MCMCpack/R/testpanelSubjectBreak.R MCMCpack/R/MCMCirtHier1d.R MCMCpack/R/HMMpanelRE.R MCMCpack/R/MCMCmetrop1R.R MCMCpack/R/MCMCoprobit.R MCMCpack/R/MCMChierBetaBinom.R MCMCpack/R/MCMCpoisson.R MCMCpack/R/automate.R MCMCpack/R/MCMCtobit.R MCMCpack/R/MCMCpoissonChange.R MCMCpack/R/distn.R MCMCpack/R/tomog.R MCMCpack/R/MCMChregress.R MCMCpack/R/SSVSquantreg.R MCMCpack/R/MCMCSVDreg.R MCMCpack/R/MCMChpoisson.R MCMCpack/R/procrust.R MCMCpack/R/MCMCprobitChange.R MCMCpack/R/MCMCresidualBreakAnalysis.R MCMCpack/R/MCMCdynamicIRT1d-b.R MCMCpack/R/utility.R MCMCpack/R/MCMCirtKdRob.R MCMCpack/R/MCMCregressChange.R MCMCpack/R/MCmodels.R MCMCpack/R/MCMChierEI.R MCMCpack/R/hidden-hmodels.R MCMCpack/R/MCMCmnl.R MCMCpack/R/testpanelGroupBreak.R MCMCpack/R/BayesFactors.R MCMCpack/R/hidden.R MCMCpack/R/HMMpanelFE.R MCMCpack/R/MCMCbinaryChange.R MCMCpack/R/MCMCirt1d.R MCMCpack/R/MCMCdynamicEI.R MCMCpack/R/SSVSquantregsummary.R MCMCpack/R/MCMCquantreg.R MCMCpack/R/MCMCdynamicIRT1d.R MCMCpack/R/MCMCprobit.R MCMCpack/R/MCMCirtKdHet.R MCMCpack/R/MCMCoprobitChange.R MCMCpack/R/MCMCfactanal.R MCMCpack/R/btsutil.R MCMCpack/R/make.breaklist.R MCMCpack/R/MCMClogit.R MCMCpack/R/MCMCirtKd.R MCMCpack/R/zzz.R MCMCpack/R/MCMCregress.R MCMCpack/R/MCMCordfactanal.R
MCMCpack/MD5
MCMCpack/README
MCMCpack/DESCRIPTION
MCMCpack/configure
MCMCpack/man
MCMCpack/man/MCMCordfactanal.Rd MCMCpack/man/plotState.Rd MCMCpack/man/choicevar.Rd MCMCpack/man/noncenhypergeom.Rd MCMCpack/man/MCpoissongamma.Rd MCMCpack/man/readscythe.Rd MCMCpack/man/MCMChpoisson.Rd MCMCpack/man/SupremeCourt.Rd MCMCpack/man/iwishart.Rd MCMCpack/man/MCMCSVDreg.Rd MCMCpack/man/MCMCoprobitChange.Rd MCMCpack/man/tomog.Rd MCMCpack/man/vech.Rd MCMCpack/man/MCMCdynamicIRT1d.Rd MCMCpack/man/make.breaklist.Rd MCMCpack/man/writescythe.Rd MCMCpack/man/QRSSVSsummary.Rd MCMCpack/man/QRSSVSplot.Rd MCMCpack/man/MCMCquantreg.Rd MCMCpack/man/MCMCpoisson.Rd MCMCpack/man/testpanelGroupBreak.Rd MCMCpack/man/PostProbMod.Rd MCMCpack/man/MCMCoprobit.Rd MCMCpack/man/MCMCirtKdRob.Rd MCMCpack/man/MCbinomialbeta.Rd MCMCpack/man/BayesFactor.Rd MCMCpack/man/HMMpanelFE.Rd MCMCpack/man/MCMCprobitChange.Rd MCMCpack/man/Nethvote.Rd MCMCpack/man/testpanelSubjectBreak.Rd MCMCpack/man/mptable.Rd MCMCpack/man/dirichlet.Rd MCMCpack/man/MCMChregress.Rd MCMCpack/man/MCMChierEI.Rd MCMCpack/man/MCnormalnormal.Rd MCMCpack/man/xpnd.Rd MCMCpack/man/dtomog.Rd MCMCpack/man/MCMCmetrop1R.Rd MCMCpack/man/MCMCirtKd.Rd MCMCpack/man/wishart.Rd MCMCpack/man/MCMCmixfactanal.Rd MCMCpack/man/MCMCresidualBreakAnalysis.Rd MCMCpack/man/plotChangepoint.Rd MCMCpack/man/HMMpanelRE.Rd MCMCpack/man/MCMCdynamicEI.Rd MCMCpack/man/Rehnquist.Rd MCMCpack/man/PErisk.Rd MCMCpack/man/invgamma.Rd MCMCpack/man/MCMCirt1d.Rd MCMCpack/man/MCMCirtHier1d.Rd MCMCpack/man/MCMChlogit.Rd MCMCpack/man/MCMCprobit.Rd MCMCpack/man/MCMCregressChange.Rd MCMCpack/man/procrust.Rd MCMCpack/man/MCMClogit.Rd MCMCpack/man/MCMCpoissonChange.Rd MCMCpack/man/MCMCmnl.Rd MCMCpack/man/SSVSquantreg.Rd MCMCpack/man/topmodels.Rd MCMCpack/man/MCMCregress.Rd MCMCpack/man/MCmultinomdirichlet.Rd MCMCpack/man/MCMCbinaryChange.Rd MCMCpack/man/MCMCfactanal.Rd MCMCpack/man/MCMCirtKdHet.Rd MCMCpack/man/Senate.Rd MCMCpack/man/MCMCtobit.Rd
MCMCpack/cleanup

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.