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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Description file content

Package
MCMCpack
Version
1.4-3
Date
2018-05-01
Title
Markov Chain Monte Carlo (MCMC) Package
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], 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
Depends
R (>= 2.10.0), coda (>= 0.11-3), MASS, stats
Imports
graphics, grDevices, lattice, methods, utils, mcmc, quantreg
Description
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.
License
GPL-3
SystemRequirements
gcc (>= 4.0)
URL
Packaged
2018-05-15 03:23:36 UTC; park
NeedsCompilation
yes
Repository
CRAN
RoxygenNote
6.0.1
Date/Publication
2018-05-15 07:53:55 UTC

install.packages('MCMCpack')

1.4-3

6 days ago

https://CRAN.R-project.org/package=MCMCpack

Jong Hee Park

GPL-3

Depends on

R (>= 2.10.0), coda (>= 0.11-3), MASS, stats

Imports

graphics, grDevices, lattice, methods, utils, mcmc, quantreg

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