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.

Author
Andrew D. Martin, Kevin M. Quinn, and Jong Hee Park
Date of publication
2016-10-27 11:17:36
Maintainer
Jong Hee Park <jongheepark@snu.ac.kr>
License
GPL-3
Version
1.3-8
URLs

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