Package: MCMCpack 1.7-1

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.

Authors:Andrew 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]

MCMCpack_1.7-1.tar.gz
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MCMCpack.pdf |MCMCpack.html✨
MCMCpack/json (API)

# Install 'MCMCpack' in R:
install.packages('MCMCpack', repos = c('https://jongheepark.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:
  • Euro2016 - Euro 2016 data
  • Nethvote - Dutch Voting Behavior in 1989
  • PErisk - Political Economic Risk Data from 62 Countries in 1987
  • Rehnquist - U.S. Supreme Court Vote Matrix, Rehnquist Court
  • Senate - 106th U.S. Senate Roll Call Vote Matrix
  • SupremeCourt - U.S. Supreme Court Vote Matrix

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

9.78 score 13 stars 146 packages 2.4k scripts 22k downloads 40 mentions 73 exports 9 dependencies

Last updated 2 months agofrom:2b02c1d57d. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 27 2024
R-4.5-win-x86_64OKOct 27 2024
R-4.5-linux-x86_64OKOct 27 2024
R-4.4-win-x86_64OKOct 27 2024
R-4.4-mac-x86_64OKOct 27 2024
R-4.4-mac-aarch64OKOct 27 2024
R-4.3-win-x86_64OKOct 27 2024
R-4.3-mac-x86_64OKOct 27 2024
R-4.3-mac-aarch64OKOct 27 2024

Exports:BayesFactorchoicevarddirichletdinvgammadiwishdnoncenhypergeomdtomogplotdwishHDPHMMnegbinHDPHMMpoissonHDPHSMMnegbinHMMpanelFEHMMpanelREis.BayesFactormake.breaklistMCbinomialbetaMCMCbinaryChangeMCMCdynamicEIMCMCdynamicIRT1dMCMCfactanalMCMChierEIMCMChlogitMCMChpoissonMCMChregressMCMCirt1dMCMCirtHier1dMCMCirtKdMCMCirtKdRobMCMClogitMCMCmetrop1RMCMCmixfactanalMCMCmnlMCMCnegbinMCMCnegbinChangeMCMCoprobitMCMCoprobitChangeMCMCordfactanalMCMCpaircompareMCMCpaircompare2dMCMCpaircompare2dDPMCMCpoissonMCMCpoissonChangeMCMCprobitMCMCprobitChangeMCMCquantregMCMCregressMCMCregressChangeMCMCresidualBreakAnalysisMCMCSVDregMCMCtobitMCmultinomdirichletMCnormalnormalMCpoissongammamptableplotChangepointplotHDPChangepointplotStatePostProbModprocrustesrdirichletread.ScytherinvgammariwishrnoncenhypergeomrwishSSVSquantregtestpanelGroupBreaktestpanelSubjectBreaktomogplottopmodelsvechwrite.Scythexpnd

Dependencies:codalatticeMASSMatrixMatrixModelsmcmcquantregSparseMsurvival

Readme and manuals

Help Manual

Help pageTopics
Create an object of class BayesFactor from MCMCpack outputBayesFactor is.BayesFactor
Handle Choice-Specific Covariates in Multinomial Choice Modelschoicevar
The Dirichlet Distributionddirichlet Dirichlet rdirichlet
Dynamic Tomography Plotdtomogplot
Euro 2016 dataEuro2016
Markov Chain Monte Carlo for sticky HDP-HMM with a Negative Binomial outcome distributionHDPHMMnegbin
Markov Chain Monte Carlo for sticky HDP-HMM with a Poisson outcome distributionHDPHMMpoisson
Markov Chain Monte Carlo for HDP-HSMM with a Negative Binomial outcome distributionHDPHSMMnegbin
Markov Chain Monte Carlo for the Hidden Markov Fixed-effects ModelHMMpanelFE
Markov Chain Monte Carlo for the Hidden Markov Random-effects ModelHMMpanelRE
The Inverse Gamma Distributiondinvgamma InvGamma rinvgamma
The Inverse Wishart Distributiondiwish InvWishart riwish
Vector of break numbersmake.breaklist
Monte Carlo Simulation from a Binomial Likelihood with a Beta PriorMCbinomialbeta
Markov Chain Monte Carlo for a Binary Multiple Changepoint ModelMCMCbinaryChange
Markov Chain Monte Carlo for Quinn's Dynamic Ecological Inference ModelMCMCdynamicEI
Markov Chain Monte Carlo for Dynamic One Dimensional Item Response Theory ModelMCMCdynamicIRT1d MCMCdynamicIRT1d_b
Markov Chain Monte Carlo for Normal Theory Factor Analysis ModelMCMCfactanal
Markov Chain Monte Carlo for Wakefield's Hierarchial Ecological Inference ModelMCMChierEI
Markov Chain Monte Carlo for the Hierarchical Binomial Linear Regression Model using the logit link functionMCMChlogit
Markov Chain Monte Carlo for the Hierarchical Poisson Linear Regression Model using the log link functionMCMChpoisson
Markov Chain Monte Carlo for the Hierarchical Gaussian Linear Regression ModelMCMChregress
Markov Chain Monte Carlo for One Dimensional Item Response Theory ModelMCMCirt1d
Markov Chain Monte Carlo for Hierarchical One Dimensional Item Response Theory Model, Covariates Predicting Latent Ideal Point (Ability)MCMCirtHier1d
Markov Chain Monte Carlo for K-Dimensional Item Response Theory ModelMCMCirtKd
Markov Chain Monte Carlo for Robust K-Dimensional Item Response Theory ModelMCMCirtKdRob
Markov Chain Monte Carlo for Logistic RegressionMCMClogit
Metropolis Sampling from User-Written R functionMCMCmetrop1R
Markov Chain Monte Carlo for Mixed Data Factor Analysis ModelMCMCmixfactanal
Markov Chain Monte Carlo for Multinomial Logistic RegressionMCMCmnl
Markov Chain Monte Carlo for Negative Binomial RegressionMCMCnegbin
Markov Chain Monte Carlo for Negative Binomial Regression Changepoint ModelMCMCnegbinChange
Markov Chain Monte Carlo for Ordered Probit RegressionMCMCoprobit
Markov Chain Monte Carlo for Ordered Probit Changepoint Regression ModelMCMCoprobitChange
Markov Chain Monte Carlo for Ordinal Data Factor Analysis ModelMCMCordfactanal
Markov Chain Monte Carlo for a Pairwise Comparisons Model with Probit LinkMCMCpaircompare
Markov Chain Monte Carlo for the Two-Dimensional Pairwise Comparisons Model in Yu and Quinn (2021)MCMCpaircompare2d
Markov Chain Monte Carlo for the Two-Dimensional Pairwise Comparisons Model with Dirichlet Process Prior in Yu and Quinn (2021)MCMCpaircompare2dDP
Markov Chain Monte Carlo for Poisson RegressionMCMCpoisson
Markov Chain Monte Carlo for a Poisson Regression Changepoint ModelMCMCpoissonChange
Markov Chain Monte Carlo for Probit RegressionMCMCprobit
Markov Chain Monte Carlo for a linear Gaussian Multiple Changepoint ModelMCMCprobitChange
Bayesian quantile regression using Gibbs samplingMCMCquantreg
Markov Chain Monte Carlo for Gaussian Linear RegressionMCMCregress
Markov Chain Monte Carlo for a linear Gaussian Multiple Changepoint ModelMCMCregressChange
Break Analysis of Univariate Time Series using Markov Chain Monte CarloMCMCresidualBreakAnalysis
Markov Chain Monte Carlo for SVD RegressionMCMCSVDreg
Markov Chain Monte Carlo for Gaussian Linear Regression with a Censored Dependent VariableMCMCtobit
Monte Carlo Simulation from a Multinomial Likelihood with a Dirichlet PriorMCmultinomdirichlet
Monte Carlo Simulation from a Normal Likelihood (with known variance) with a Normal PriorMCnormalnormal
Monte Carlo Simulation from a Poisson Likelihood with a Gamma PriorMCpoissongamma
Calculate the marginal posterior probabilities of predictors being included in a quantile regression model.mptable
Dutch Voting Behavior in 1989Nethvote
The Noncentral Hypergeometric Distributiondnoncenhypergeom NoncenHypergeom rnoncenhypergeom
Political Economic Risk Data from 62 Countries in 1987PErisk
Plot output from quantile regression stochastic search variable selection (QR-SSVS).plot.qrssvs
Posterior Density of Regime Change PlotplotChangepoint
Posterior Changepoint Probabilities from HDP-HMMplotHDPChangepoint
Changepoint State PlotplotState
Calculate Posterior Probability of ModelPostProbMod
Procrustes Transformationprocrustes
Read a Matrix from a File written by Scytheread.Scythe
U.S. Supreme Court Vote Matrix, Rehnquist Court (1994-2004)Rehnquist
106th U.S. Senate Roll Call Vote MatrixSenate
Stochastic search variable selection for quantile regressionSSVSquantreg
Summarising the results of quantile regression stochastic search variable selection (QR-SSVS).print.summary.qrssvs summary.qrssvs summaryqrssvs
U.S. Supreme Court Vote MatrixSupremeCourt
A Test for the Group-level Break using a Multivariate Linear Regression Model with BreakstestpanelGroupBreak
A Test for the Subject-level Break using a Unitivariate Linear Regression Model with BreakstestpanelSubjectBreak
Tomography Plottomogplot
Shows an ordered list of the most frequently visited models sampled during quantile regression stochastic search variable selection (QR-SSVS).topmodels
Extract Lower Triangular Elements from a Symmetric Matrixvech
The Wishart Distributiondwish rwish Wishart
Write a Matrix to a File to be Read by Scythewrite.Scythe
Expand a Vector into a Symmetric Matrixxpnd