# MCMCpack v1.4-9

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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 HMMpanelRE Markov Chain Monte Carlo for the Hidden Markov Random-effects Model InvGamma The Inverse Gamma Distribution InvWishart The Inverse Wishart Distribution MCMCSVDreg Markov Chain Monte Carlo for SVD Regression HDPHSMMnegbin Markov Chain Monte Carlo for HDP-HSMM with a Negative Binomial outcome distribution HMMpanelFE Markov Chain Monte Carlo for the Hidden Markov Fixed-effects Model HDPHMMpoisson Markov Chain Monte Carlo for sticky HDP-HMM with a Poisson outcome distribution HDPHMMnegbin Markov Chain Monte Carlo for sticky HDP-HMM with a Negative Binomial outcome distribution Dirichlet The Dirichlet Distribution BayesFactor Create an object of class BayesFactor from MCMCpack output MCMCbinaryChange Markov Chain Monte Carlo for a Binary Multiple Changepoint Model MCMCirtHier1d 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 MCMCirt1d Markov Chain Monte Carlo for One Dimensional Item Response Theory Model MCMChierEI Markov Chain Monte Carlo for Wakefield's Hierarchial Ecological Inference Model MCMChregress Markov Chain Monte Carlo for the Hierarchical Gaussian Linear Regression Model MCMChpoisson Markov Chain Monte Carlo for the Hierarchical Poisson Linear Regression Model using the log link function MCMCdynamicEI Markov Chain Monte Carlo for Quinn's Dynamic Ecological Inference Model MCMChlogit Markov Chain Monte Carlo for the Hierarchical Binomial Linear Regression Model using the logit link function MCMCfactanal Markov Chain Monte Carlo for Normal Theory Factor Analysis Model MCMCnegbin Markov Chain Monte Carlo for Negative Binomial Regression MCMCmixfactanal Markov Chain Monte Carlo for Mixed Data Factor Analysis Model MCMCoprobit Markov Chain Monte Carlo for Ordered Probit Regression MCMCmnl Markov Chain Monte Carlo for Multinomial Logistic Regression MCMCirtKdRob Markov Chain Monte Carlo for Robust K-Dimensional Item Response Theory Model MCMCmetrop1R 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 MCMClogit Markov Chain Monte Carlo for Logistic Regression MCMCresidualBreakAnalysis Break Analysis of Univariate Time Series using Markov Chain Monte Carlo MCMCirtKd Markov Chain Monte Carlo for K-Dimensional Item Response Theory Model MCMCordfactanal Markov Chain Monte Carlo for Ordinal Data Factor Analysis Model MCMCregress Markov Chain Monte Carlo for Gaussian Linear Regression MCMCregressChange Markov Chain Monte Carlo for a linear Gaussian Multiple Changepoint Model MCMCquantreg Bayesian quantile regression using Gibbs sampling PErisk Political Economic Risk Data from 62 Countries in 1987 MCMCprobit Markov Chain Monte Carlo for Probit Regression PostProbMod Calculate Posterior Probability of Model Rehnquist 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 MCnormalnormal Monte Carlo Simulation from a Normal Likelihood (with known variance) with a Normal Prior MCbinomialbeta Monte Carlo Simulation from a Binomial Likelihood with a Beta Prior MCMCpoisson Markov Chain Monte Carlo for Poisson Regression SSVSquantreg 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.Scythe Read a Matrix from a File written by Scythe summaryqrssvs Summarising the results of quantile regression stochastic search variable selection (QR-SSVS). plot.qrssvs Plot output from quantile regression stochastic search variable selection (QR-SSVS). SupremeCourt U.S. Supreme Court Vote Matrix Senate 106th U.S. Senate Roll Call Vote Matrix mptable 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 xpnd Expand a Vector into a Symmetric Matrix testpanelSubjectBreak A Test for the Subject-level Break using a Unitivariate Linear Regression Model with Breaks MCMCtobit Markov Chain Monte Carlo for Gaussian Linear Regression with a Censored Dependent Variable Nethvote Dutch Voting Behavior in 1989 tomogplot Tomography Plot topmodels Shows an ordered list of the most frequently visited models sampled during quantile regression stochastic search variable selection (QR-SSVS). choicevar Handle Choice-Specific Covariates in Multinomial Choice Models Wishart The Wishart Distribution MCpoissongamma Monte Carlo Simulation from a Poisson Likelihood with a Gamma Prior NoncenHypergeom The Noncentral Hypergeometric Distribution vech Extract Lower Triangular Elements from a Symmetric Matrix dtomogplot Dynamic Tomography Plot make.breaklist Vector of break numbers write.Scythe Write a Matrix to a File to be Read by Scythe procrustes Procrustes Transformation plotState Changepoint State Plot No Results!