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MCMCpack (version 0.4-9)

Markov chain Monte Carlo (MCMC) Package

Description

This package contains functions for posterior simulation for a number of statistical models. All simulation is done in compiled C++ written in the Scythe Statistical Library Version 0.4. All models return coda mcmc objects that can then be summarized using coda functions or the coda menu interface. The package also contains some useful utility functions, including some additional PDFs and pseudo-random number generators for statistical distributions.

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Version

Install

install.packages('MCMCpack')

Monthly Downloads

22,660

Version

0.4-9

License

GPL version 2 or newer

Maintainer

Andrew Martin

Last Published

August 27th, 2024

Functions in MCMCpack (0.4-9)

MCMCdynamicEI

Markov chain Monte Carlo for Quinn's Dynamic Ecological Inference Model
dwish

Evaluate the Density of the Wishart Distribution
MCMCregress

Markov chain Monte Carlo for Gaussian Linear Regression
ddirichlet

Evaluate Density of Dirichlet Distribution
xpnd

Expand a Vector into a Symmetric Matrix
Senate

106th U.S. Senate Roll Call Vote Matrix
rwish

Generate Random Draw from Wishart Distribution
MCMCprobit

Markov chain Monte Carlo for Probit Regression
rinvgamma

Generate Random Draw from Inverse Gamma Distribution
MCMCirtKd

Markov chain Monte Carlo for K-Dimensional Item Response Theory Model
MCMClogit

Markov chain Monte Carlo for Logistic Regression
MCMCmixfactanal

Markov chain Monte Carlo for Mixed Data Factor Analysis Model
rnoncenhypergeom

Generate Random Draw from Noncentral Hypergeometric Distribution
dtomogplot

Dynamic Tomography Plot
MCMCordfactanal

Markov chain Monte Carlo for Ordinal Data Factor Analysis Model
write.Scythe

Write a Matrix to a File to be Read by Scythe
diwish

Evaluate the Density of the Inverse Wishart Distribution
MCMCbaselineEI

Markov chain Monte Carlo for Wakefield's Baseline Ecological Inference Model
SupremeCourt

U.S. Supreme Court Vote Matrix
check.parameters

MCMCpack Helper Function: Check Simulation Parameters
MCMCoprobit

Markov chain Monte Carlo for Ordered Probit Regression
MCMCpoisson

Markov chain Monte Carlo for Poisson Regression
MCMCirt1d

Markov chain Monte Carlo for One Dimensional Item Response Theory Model
dinvgamma

Evaluate the Density of the Inverse Gamma Distribution
MCMCpanel

Markov chain Monte Carlo for the General Linear Panel Model
dnoncenhypergeom

Evaluate Density of Noncentral Hypergeometric Distribution
mcmc2dataframe

Convert Markov Chain Monte Carlo Objects to Dataframes
mcmc2

Create Markov Chain Monte Carlo Objects
MCMCfactanal

Markov chain Monte Carlo for Normal Theory Factor Analysis Model
read.Scythe

Read a Matrix from a File written by Scythe
rdirichlet

Generate Random Draws from the Dirichlet Distribution
riwish

Generate Random Draw from Inverse Wishart Distribution
tomogplot

Tomography Plot
vech

Extract Lower Triangular Elements from a Symmetric Matrix
MCMChierEI

Markov chain Monte Carlo for Wakefield's Hierarchial Ecological Inference Model