# 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 No Results!