MCMCpack: Markov Chain Monte Carlo (MCMC) Package
Version 1.3-9

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.

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AuthorAndrew D. Martin, Kevin M. Quinn, and Jong Hee Park
Date of publication2017-01-26 20:46:47
MaintainerJong Hee Park <jongheepark@snu.ac.kr>
LicenseGPL-3
Version1.3-9
URL http://mcmcpack.berkeley.edu
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("MCMCpack")

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

Functions

BayesFactor Man page
BayesFactorList Source code
Dirichlet Man page
HMMpanelFE Man page
HMMpanelRE Man page
InvGamma Man page
InvWishart Man page
MCMCSVDreg Man page
MCMCbinaryChange Man page
MCMCdynamicEI Man page
MCMCdynamicIRT1d Man page
MCMCdynamicIRT1d_b Man page
MCMCfactanal Man page
MCMChierEI Man page
MCMChlogit Man page Source code
MCMChpoisson Man page Source code
MCMChregress Man page Source code
MCMCirt1d Man page
MCMCirtHier1d Man page
MCMCirtKd Man page
MCMCirtKdHet Man page Source code
MCMCirtKdRob Man page
MCMClogit Man page
MCMCmetrop1R Man page
MCMCmixfactanal Man page
MCMCmnl Man page
MCMCoprobit Man page
MCMCoprobitChange Man page
MCMCordfactanal Man page
MCMCpoisson Man page
MCMCpoissonChange Man page
MCMCprobit Man page
MCMCprobitChange Man page
MCMCquantreg Man page
MCMCregress Man page
MCMCregressChange Man page
MCMCresidualBreakAnalysis Man page
MCMCtobit Man page
MCbinomialbeta Man page Source code
MCmultinomdirichlet Man page Source code
MCnormalnormal Man page Source code
MCpoissongamma Man page Source code
Nethvote Man page
NoncenHypergeom Man page
PErisk Man page
PostProbMod Man page
Rehnquist Man page
SSVSquantreg Man page
Senate Man page
SupremeCourt Man page
Wishart Man page
check.FixOD.hmodels Source code
check.Y.Binomial.hmodels Source code
check.Y.Poisson.hmodels Source code
check.group.hmodels Source code
check.ig.prior.hmodels Source code
check.mcmc.parameters.hmodels Source code
check.verbose.hmodels Source code
choicevar Man page
ddirichlet Man page
dinvgamma Man page
diwish Man page
dnoncenhypergeom Man page
dtomogplot Man page
dwish Man page
form.Vb.start.hmodels Source code
form.beta.start.hmodels Source code
form.mvn.prior.hmodels Source code
form.seeds.hmodels Source code
form.sigma2.start.hmodels Source code
form.wishart.prior.hmodels Source code
geweke.test Source code
heidel.test Source code
is.BayesFactor Man page
make.breaklist Man page
mptable Man page
onAttach Source code
onUnload Source code
parse.formula.SVDreg Source code
plot.qrssvs Man page
plotChangepoint Man page
plotIntervention Source code
plotState Man page
print.summary.qrssvs Man page
procrustes Man page Source code
rdirichlet Man page
read.Scythe Man page
rinvgamma Man page
riwish Man page
rnoncenhypergeom Man page
rwish Man page
summary.qrssvs Man page
testpanelGroupBreak Man page
testpanelSubjectBreak Man page
tomogplot Man page
topmodels Man page
vech Man page
write.Scythe Man page
xpnd Man page

Files

inst
inst/CITATION
inst/HISTORY
configure.ac
src
src/MCMCbinaryChange.cc
src/lapack.h
src/MCMCirtKdRob.cc
src/MCMCmnlMH.cc
src/rtmvnorm.h
src/MCMClogit.cc
src/MCMCmnl.h
src/MCMCfcds.h
src/MCMCprobitres.cc
src/MCMCirtHier1d.cc
src/SSVSquantreg.cc
src/error.h
src/wrapped_generator.h
src/MCMClogituserprior.cc
src/MCMCordfactanal.cc
src/matrix_forward_iterator.h
src/MCMChregress.cc
src/lecuyer.cc
src/HMMpanelFE.cc
src/MCMCtobit.cc
src/MCMCprobitChange.cc
src/mersenne.h
src/algorithm.h
src/MCMCquantreg.cc
src/optimize.h
src/MCMChlogit.cc
src/MCMCmetrop1R.cc
src/HMMmultivariateGaussian.cc
src/lecuyer.h
src/MCMCpoisson.cc
src/MCMCrng.h
src/MCMCresidualBreakAnalysis.cc
src/stat.h
src/MCMCprobit.cc
src/Makevars.in
src/matrix_random_access_iterator.h
src/ide.h
src/MCMCmixfactanal.cc
src/MCMCoprobit.cc
src/MCMCoprobitChange.cc
src/smath.h
src/MCMCfactanal.cc
src/MCMCdynamicIRT1d.cc
src/MCMChpoisson.cc
src/HMMpanelRE.cc
src/la.h
src/MCMCregressChange.cc
src/Makevars.win
src/MCMCSVDreg.cc
src/MCMCregress.cc
src/defs.h
src/matrix_bidirectional_iterator.h
src/MCMCdynamicIRT1d-b.cc
src/distributions.h
src/rng.h
src/MCMChierEI.cc
src/MCMCdynamicEI.cc
src/datablock.h
src/MCMCmnlslice.cc
src/MCMCpoissonChange.cc
src/MCMCirtKdHet.cc
src/MCMChierBetaBinom.cc
src/matrix.h
src/MCMCirt1d.cc
NAMESPACE
data
data/Senate.rda
data/Nethvote.rda
data/SupremeCourt.rda
data/PErisk.rda
data/Rehnquist.rda
R
R/MCMCmixfactanal.R
R/MCMChlogit.R
R/scythe.R
R/testpanelSubjectBreak.R
R/MCMCirtHier1d.R
R/HMMpanelRE.R
R/MCMCmetrop1R.R
R/MCMCoprobit.R
R/MCMChierBetaBinom.R
R/MCMCpoisson.R
R/automate.R
R/MCMCtobit.R
R/MCMCpoissonChange.R
R/distn.R
R/tomog.R
R/MCMChregress.R
R/SSVSquantreg.R
R/MCMCSVDreg.R
R/MCMChpoisson.R
R/procrust.R
R/MCMCprobitChange.R
R/MCMCresidualBreakAnalysis.R
R/MCMCdynamicIRT1d-b.R
R/utility.R
R/MCMCirtKdRob.R
R/MCMCregressChange.R
R/MCmodels.R
R/MCMChierEI.R
R/hidden-hmodels.R
R/MCMCmnl.R
R/testpanelGroupBreak.R
R/BayesFactors.R
R/hidden.R
R/HMMpanelFE.R
R/MCMCbinaryChange.R
R/MCMCirt1d.R
R/MCMCdynamicEI.R
R/SSVSquantregsummary.R
R/MCMCquantreg.R
R/MCMCdynamicIRT1d.R
R/MCMCprobit.R
R/MCMCirtKdHet.R
R/MCMCoprobitChange.R
R/MCMCfactanal.R
R/btsutil.R
R/make.breaklist.R
R/MCMClogit.R
R/MCMCirtKd.R
R/zzz.R
R/MCMCregress.R
R/MCMCordfactanal.R
MD5
README
DESCRIPTION
configure
man
man/MCMCordfactanal.Rd
man/plotState.Rd
man/choicevar.Rd
man/noncenhypergeom.Rd
man/MCpoissongamma.Rd
man/readscythe.Rd
man/MCMChpoisson.Rd
man/SupremeCourt.Rd
man/iwishart.Rd
man/MCMCSVDreg.Rd
man/MCMCoprobitChange.Rd
man/tomog.Rd
man/vech.Rd
man/MCMCdynamicIRT1d.Rd
man/make.breaklist.Rd
man/writescythe.Rd
man/QRSSVSsummary.Rd
man/QRSSVSplot.Rd
man/MCMCquantreg.Rd
man/MCMCpoisson.Rd
man/testpanelGroupBreak.Rd
man/PostProbMod.Rd
man/MCMCoprobit.Rd
man/MCMCirtKdRob.Rd
man/MCbinomialbeta.Rd
man/BayesFactor.Rd
man/HMMpanelFE.Rd
man/MCMCprobitChange.Rd
man/Nethvote.Rd
man/testpanelSubjectBreak.Rd
man/mptable.Rd
man/dirichlet.Rd
man/MCMChregress.Rd
man/MCMChierEI.Rd
man/MCnormalnormal.Rd
man/xpnd.Rd
man/dtomog.Rd
man/MCMCmetrop1R.Rd
man/MCMCirtKd.Rd
man/wishart.Rd
man/MCMCmixfactanal.Rd
man/MCMCresidualBreakAnalysis.Rd
man/plotChangepoint.Rd
man/HMMpanelRE.Rd
man/MCMCdynamicEI.Rd
man/Rehnquist.Rd
man/PErisk.Rd
man/invgamma.Rd
man/MCMCirt1d.Rd
man/MCMCirtHier1d.Rd
man/MCMChlogit.Rd
man/MCMCprobit.Rd
man/MCMCregressChange.Rd
man/procrust.Rd
man/MCMClogit.Rd
man/MCMCpoissonChange.Rd
man/MCMCmnl.Rd
man/SSVSquantreg.Rd
man/topmodels.Rd
man/MCMCregress.Rd
man/MCmultinomdirichlet.Rd
man/MCMCbinaryChange.Rd
man/MCMCfactanal.Rd
man/MCMCirtKdHet.Rd
man/Senate.Rd
man/MCMCtobit.Rd
cleanup
MCMCpack documentation built on May 19, 2017, 3:36 p.m.