MCMCpack v1.4-4

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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.

Functions in MCMCpack

Name Description
HDPHSMMnegbin Markov Chain Monte Carlo for HDP-HSMM with a Negative Binomial outcome distribution
Dirichlet The Dirichlet Distribution
BayesFactor Create an object of class BayesFactor from MCMCpack output
MCMCmetrop1R Metropolis Sampling from User-Written R function
InvWishart The Inverse Wishart Distribution
MCMCSVDreg Markov Chain Monte Carlo for SVD Regression
HDPHMMnegbin Markov Chain Monte Carlo for sticky HDP-HMM with a Negative Binomial outcome distribution
HMMpanelRE Markov Chain Monte Carlo for the Hidden Markov Random-effects Model
MCMChpoisson Markov Chain Monte Carlo for the Hierarchical Poisson Linear Regression Model using the log link function
HDPHMMpoisson Markov Chain Monte Carlo for sticky HDP-HMM with a Poisson outcome distribution
MCMCbinaryChange Markov Chain Monte Carlo for a Binary Multiple Changepoint Model
MCMChregress Markov Chain Monte Carlo for the Hierarchical Gaussian Linear Regression Model
MCMCdynamicEI Markov Chain Monte Carlo for Quinn's Dynamic Ecological Inference Model
MCMCoprobit Markov Chain Monte Carlo for Ordered Probit Regression
MCMChierEI Markov Chain Monte Carlo for Wakefield's Hierarchial Ecological Inference Model
MCMCirtKdRob Markov Chain Monte Carlo for Robust K-Dimensional Item Response Theory Model
MCMChlogit Markov Chain Monte Carlo for the Hierarchical Binomial Linear Regression Model using the logit link function
MCMCirtKd Markov Chain Monte Carlo for K-Dimensional Item Response Theory Model
MCMCnegbin Markov Chain Monte Carlo for Negative Binomial Regression
MCMCoprobitChange Markov Chain Monte Carlo for Ordered Probit Changepoint Regression Model
InvGamma The Inverse Gamma Distribution
MCMCordfactanal Markov Chain Monte Carlo for Ordinal Data Factor Analysis Model
MCMCpoisson Markov Chain Monte Carlo for Poisson Regression
MCbinomialbeta Monte Carlo Simulation from a Binomial Likelihood with a Beta Prior
MCMCirt1d Markov Chain Monte Carlo for One Dimensional Item Response Theory Model
MCMCnegbinChange Markov Chain Monte Carlo for Negative Binomial Regression Changepoint Model
MCMCirtHier1d Markov Chain Monte Carlo for Hierarchical One Dimensional Item Response Theory Model, Covariates Predicting Latent Ideal Point (Ability)
MCmultinomdirichlet Monte Carlo Simulation from a Multinomial Likelihood with a Dirichlet Prior
dtomogplot Dynamic Tomography Plot
MCMCregress Markov Chain Monte Carlo for Gaussian Linear Regression
MCnormalnormal Monte Carlo Simulation from a Normal Likelihood (with known variance) with a Normal Prior
MCMCregressChange Markov Chain Monte Carlo for a linear Gaussian Multiple Changepoint Model
MCpoissongamma Monte Carlo Simulation from a Poisson Likelihood with a Gamma Prior
MCMCpoissonChange Markov Chain Monte Carlo for a Poisson Regression Changepoint Model
make.breaklist Vector of break numbers
plotChangepoint Posterior Density of Regime Change Plot
MCMCmixfactanal Markov Chain Monte Carlo for Mixed Data Factor Analysis Model
MCMCmnl Markov Chain Monte Carlo for Multinomial Logistic Regression
testpanelGroupBreak A Test for the Group-level Break using a Multivariate Linear Regression Model with Breaks
plotHDPChangepoint Posterior Changepoint Probabilities from HDP-HMM
MCMCprobit Markov Chain Monte Carlo for Probit Regression
Nethvote Dutch Voting Behavior in 1989
testpanelSubjectBreak A Test for the Subject-level Break using a Unitivariate Linear Regression Model with Breaks
xpnd Expand a Vector into a Symmetric Matrix
Rehnquist U.S. Supreme Court Vote Matrix, Rehnquist Court (1994-2004)
plotState Changepoint State Plot
SSVSquantreg Stochastic search variable selection for quantile regression
procrustes Procrustes Transformation
NoncenHypergeom The Noncentral Hypergeometric Distribution
MCMCprobitChange Markov Chain Monte Carlo for a linear Gaussian Multiple Changepoint Model
Wishart The Wishart Distribution
MCMCresidualBreakAnalysis Break Analysis of Univariate Time Series using Markov Chain Monte Carlo
choicevar Handle Choice-Specific Covariates in Multinomial Choice Models
vech Extract Lower Triangular Elements from a Symmetric Matrix
MCMCquantreg Bayesian quantile regression using Gibbs sampling
PErisk Political Economic Risk Data from 62 Countries in 1987
MCMCtobit Markov Chain Monte Carlo for Gaussian Linear Regression with a Censored Dependent Variable
write.Scythe Write a Matrix to a File to be Read by Scythe
PostProbMod Calculate Posterior Probability of Model
mptable Calculate the marginal posterior probabilities of predictors being included in a quantile regression model.
Senate 106th U.S. Senate Roll Call Vote Matrix
SupremeCourt U.S. Supreme Court Vote Matrix
plot.qrssvs Plot output from quantile regression stochastic search variable selection (QR-SSVS).
tomogplot Tomography Plot
read.Scythe Read a Matrix from a File written by Scythe
topmodels Shows an ordered list of the most frequently visited models sampled during quantile regression stochastic search variable selection (QR-SSVS).
summaryqrssvs Summarising the results of quantile regression stochastic search variable selection (QR-SSVS).
HMMpanelFE Markov Chain Monte Carlo for the Hidden Markov Fixed-effects Model
MCMCdynamicIRT1d_b Markov Chain Monte Carlo for Dynamic One Dimensional Item Response Theory Model
MCMClogit Markov Chain Monte Carlo for Logistic Regression
MCMCfactanal Markov Chain Monte Carlo for Normal Theory Factor Analysis Model
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Details

Date 2018-09-14
License GPL-3
SystemRequirements gcc (>= 4.0)
URL https://CRAN.R-project.org/package=MCMCpack
Packaged 2018-09-14 02:12:54 UTC; park
NeedsCompilation yes
Repository CRAN
RoxygenNote 6.0.1
Date/Publication 2018-09-14 05:30:09 UTC

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