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.
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cpp
9.51 score 13 stars 139 dependents 2.9k scripts 21k downloadsNetworkChange - Bayesian Package for Network Changepoint Analysis
Network changepoint analysis for undirected network data. The package implements a hidden Markov network change point model (Park and Sohn (2020)). Functions for break number detection using the approximate marginal likelihood and WAIC are also provided. Version 1.1.0 includes high-performance C++ implementations via Rcpp/RcppArmadillo for 5-15x faster MCMC sampling, along with modern ggplot2-based visualizations with colorblind-friendly palettes.
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bayesianchangepointlatent-spacenetworkopenblascppopenmp
4.08 score 5 stars 16 scripts 611 downloads