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
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Details

Date 2020-08-02
License GPL-3
SystemRequirements gcc (>= 4.0)
URL https://CRAN.R-project.org/package=MCMCpack
Packaged 2020-08-02 15:18:52 UTC; park
NeedsCompilation yes
Repository CRAN
RoxygenNote 7.1.1
Encoding UTF-8
Date/Publication 2020-08-02 17:30:02 UTC

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