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MCMCpack (version 1.4-9)

Markov Chain Monte Carlo (MCMC) Package

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.

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Version

Install

install.packages('MCMCpack')

Monthly Downloads

18,466

Version

1.4-9

License

GPL-3

Maintainer

Jong Hee Park

Last Published

August 2nd, 2020

Functions in MCMCpack (1.4-9)

Markov Chain Monte Carlo for the Hidden Markov Random-effects Model

The Inverse Gamma Distribution

The Inverse Wishart Distribution

Markov Chain Monte Carlo for SVD Regression

Markov Chain Monte Carlo for HDP-HSMM with a Negative Binomial outcome distribution

Markov Chain Monte Carlo for the Hidden Markov Fixed-effects Model

Markov Chain Monte Carlo for sticky HDP-HMM with a Poisson outcome distribution

Markov Chain Monte Carlo for sticky HDP-HMM with a Negative Binomial outcome distribution

The Dirichlet Distribution

Create an object of class BayesFactor from MCMCpack output

MCMCbinaryChange

Markov Chain Monte Carlo for a Binary Multiple Changepoint Model

Markov Chain Monte Carlo for Hierarchical One Dimensional Item Response Theory Model, Covariates Predicting Latent Ideal Point (Ability)

MCMCdynamicIRT1d_b

Markov Chain Monte Carlo for Dynamic One Dimensional Item Response Theory Model

Markov Chain Monte Carlo for One Dimensional Item Response Theory Model

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

Markov Chain Monte Carlo for the Hierarchical Gaussian Linear Regression Model

Markov Chain Monte Carlo for the Hierarchical Poisson Linear Regression Model using the log link function

Markov Chain Monte Carlo for Quinn's Dynamic Ecological Inference Model

Markov Chain Monte Carlo for the Hierarchical Binomial Linear Regression Model using the logit link function

Markov Chain Monte Carlo for Normal Theory Factor Analysis Model

Markov Chain Monte Carlo for Negative Binomial Regression

MCMCmixfactanal

Markov Chain Monte Carlo for Mixed Data Factor Analysis Model

Markov Chain Monte Carlo for Ordered Probit Regression

Markov Chain Monte Carlo for Multinomial Logistic Regression

Markov Chain Monte Carlo for Robust K-Dimensional Item Response Theory Model

Metropolis Sampling from User-Written R function

MCMCoprobitChange

Markov Chain Monte Carlo for Ordered Probit Changepoint Regression Model

MCMCnegbinChange

Markov Chain Monte Carlo for Negative Binomial Regression Changepoint Model

Markov Chain Monte Carlo for Logistic Regression

MCMCresidualBreakAnalysis

Break Analysis of Univariate Time Series using Markov Chain Monte Carlo

Markov Chain Monte Carlo for K-Dimensional Item Response Theory Model

MCMCordfactanal

Markov Chain Monte Carlo for Ordinal Data Factor Analysis Model

Markov Chain Monte Carlo for Gaussian Linear Regression

MCMCregressChange

Markov Chain Monte Carlo for a linear Gaussian Multiple Changepoint Model

Bayesian quantile regression using Gibbs sampling

Political Economic Risk Data from 62 Countries in 1987

Markov Chain Monte Carlo for Probit Regression

Calculate Posterior Probability of Model

U.S. Supreme Court Vote Matrix, Rehnquist Court (1994-2004)

MCMCprobitChange

Markov Chain Monte Carlo for a linear Gaussian Multiple Changepoint Model

plotChangepoint

Posterior Density of Regime Change Plot

MCMCpoissonChange

Markov Chain Monte Carlo for a Poisson Regression Changepoint Model

Monte Carlo Simulation from a Normal Likelihood (with known variance) with a Normal Prior

Monte Carlo Simulation from a Binomial Likelihood with a Beta Prior

Markov Chain Monte Carlo for Poisson Regression

Stochastic search variable selection for quantile regression

plotHDPChangepoint

Posterior Changepoint Probabilities from HDP-HMM

MCmultinomdirichlet

Monte Carlo Simulation from a Multinomial Likelihood with a Dirichlet Prior

Read a Matrix from a File written by Scythe

Summarising the results of quantile regression stochastic search variable selection (QR-SSVS).

Plot output from quantile regression stochastic search variable selection (QR-SSVS).

U.S. Supreme Court Vote Matrix

106th U.S. Senate Roll Call Vote Matrix

Calculate the marginal posterior probabilities of predictors being included in a quantile regression model.

testpanelGroupBreak

A Test for the Group-level Break using a Multivariate Linear Regression Model with Breaks

Expand a Vector into a Symmetric Matrix

testpanelSubjectBreak

A Test for the Subject-level Break using a Unitivariate Linear Regression Model with Breaks

Markov Chain Monte Carlo for Gaussian Linear Regression with a Censored Dependent Variable

Dutch Voting Behavior in 1989

Tomography Plot

Shows an ordered list of the most frequently visited models sampled during quantile regression stochastic search variable selection (QR-SSVS).

Handle Choice-Specific Covariates in Multinomial Choice Models

The Wishart Distribution

Monte Carlo Simulation from a Poisson Likelihood with a Gamma Prior

NoncenHypergeom

The Noncentral Hypergeometric Distribution

Extract Lower Triangular Elements from a Symmetric Matrix

Dynamic Tomography Plot

Vector of break numbers

Write a Matrix to a File to be Read by Scythe

Procrustes Transformation

Changepoint State Plot