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.

Version: 1.7-0
Depends: R (≥ 3.6), coda (≥ 0.11-3), MASS, stats
Imports: graphics, grDevices, lattice, methods, utils, mcmc, quantreg
Published: 2024-01-18
Author: 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]
Maintainer: Jong Hee Park <jongheepark at snu.ac.kr>
License: GPL-3
URL: https://CRAN.R-project.org/package=MCMCpack
NeedsCompilation: yes
SystemRequirements: gcc (>= 4.0)
Citation: MCMCpack citation info
Materials: README
In views: Bayesian, Distributions, Psychometrics, Survival
CRAN checks: MCMCpack results

Documentation:

Reference manual: MCMCpack.pdf

Downloads:

Package source: MCMCpack_1.7-0.tar.gz
Windows binaries: r-devel: MCMCpack_1.7-0.zip, r-release: MCMCpack_1.7-0.zip, r-oldrel: MCMCpack_1.7-0.zip
macOS binaries: r-release (arm64): MCMCpack_1.7-0.tgz, r-oldrel (arm64): MCMCpack_1.7-0.tgz, r-release (x86_64): MCMCpack_1.7-0.tgz
Old sources: MCMCpack archive

Reverse dependencies:

Reverse depends: bacr, BayesESS, brxx, manet, netcmc, NetworkChange, pCalibrate, PhViD, PICBayes, robustsae, RSGHB, twl, uskewFactors
Reverse imports: adaptsmoFMRI, animalEKF, bartcs, BatchQC, Bayenet, bayesanova, BayesDissolution, bayesDP, BayesianFactorZoo, BayesLCA, BayesMFSurv, bayesmove, BayesPostEst, bayest, BCClong, Bergm, bgumbel, BHAI, bmet, BMRMM, bmstdr, BMTAR, CARBayes, CARBayesST, ccpsyc, clickb, coarseDataTools, ConsReg, DCATS, DPtree, epigenomix, evolqg, factor.switching, FAVAR, fdrDiscreteNull, frenchFISH, fungible, gJLS2, GraphAT, hdpGLM, HKprocess, HMMmlselect, Hmsc, lchemix, llbayesireg, lsirm12pl, maxcombo, MBSGS, MBSP, mbsts, MCPAN, Melissa, mfa, mHMMbayes, midas2, miscF, miWQS, mixAR, MixSIAR, multilevelmediation, mvst, NMADiagT, noncomplyR, NVCSSL, optDesignSlopeInt, PLMIX, poolHelper, popdemo, PortRisk, prolsirm, PRSPGx, qgg, quid, Rdta, sectorgap, SensMap, SizeEstimation, sizeMat, sorocs, sparsereg, spikeSlabGAM, ssmsn, StReg, SurrogateBMA
Reverse suggests: BayesDA, bridgesampling, DOBAD, dyn, fido, frontier, greta, hmclearn, ivdoctr, MCMCglmm, MultiBD, multiocc, pscl, qmethod, Racmacs
Reverse enhances: emmeans

Linking:

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