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MCMCpack
Markov Chain Monte Carlo (MCMC) Package
View on CRAN: Click
here
Download and install MCMCpack package within the R console
Install from CRAN:
install.packages("MCMCpack")
Install from Github:
library("remotes")
install_github("cran/MCMCpack") Install by package version:
library("remotes")
install_version("MCMCpack", "1.7-1") Attach the package and use:
library("MCMCpack")
Maintained by
Jong Hee Park
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2003-02-21
Latest Update: 2024-08-27
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.
How to cite:
Jong Hee Park (2003). MCMCpack: Markov Chain Monte Carlo (MCMC) Package. R package version 1.7-1, https://cran.r-project.org/web/packages/MCMCpack. Accessed 04 Jun. 2026.
Previous versions and publish date:
0.3-10 (2003-02-21 18:07), 0.3-11 (2003-03-20 21:30), 0.4-1 (2003-06-11 21:18), 0.4-2 (2003-07-24 10:09), 0.4-3 (2003-09-12 22:24), 0.4-4 (2003-11-15 22:29), 0.4-5 (2003-11-18 20:16), 0.4-6 (2003-11-24 00:49), 0.4-7 (2004-02-05 09:20), 0.4-8 (2004-02-17 00:32), 0.4-9 (2004-07-04 16:23), 0.5-1 (2004-08-05 10:47), 0.5-2 (2004-12-27 13:49), 0.6-1 (2005-02-21 09:20), 0.6-2 (2005-03-09 21:40), 0.6-3 (2005-03-15 13:22), 0.6-4 (2005-03-17 17:11), 0.6-5 (2005-06-30 08:35), 0.6-6 (2005-11-15 09:26), 0.7-1 (2006-01-28 22:26), 0.7-2 (2006-05-30 09:58), 0.7-3 (2006-09-18 10:06), 0.7-4 (2006-09-29 23:41), 0.8-1 (2007-01-12 09:28), 0.8-2 (2007-04-24 14:18), 0.9-1 (2007-08-25 18:46), 0.9-2 (2007-10-03 09:45), 0.9-3 (2007-10-17 09:18), 0.9-4 (2008-03-03 19:52), 0.9-5 (2008-12-05 09:54), 0.9-6 (2009-02-17 20:23), 1.0-1 (2009-07-01 14:02), 1.0-2 (2009-07-18 17:22), 1.0-3 (2009-07-30 14:51), 1.0-4 (2009-09-08 07:05), 1.0-5 (2009-11-29 18:23), 1.0-6 (2010-05-11 20:43), 1.0-7 (2010-06-04 23:33), 1.0-8 (2010-10-19 18:30), 1.0-9 (2011-01-31 19:50), 1.0-10 (2011-02-28 10:28), 1.0-11 (2011-04-26 17:12), 1.1-1 (2011-07-23 15:02), 1.1-3 (2011-09-10 08:16), 1.1-4 (2011-09-26 16:24), 1.1-5 (2011-10-24 16:40), 1.2-1 (2011-11-14 20:01), 1.2-2 (2012-03-03 07:49), 1.2-3 (2012-04-16 08:09), 1.2-4.1 (2013-04-07 00:05), 1.2-4 (2012-06-14 12:36), 1.3-1 (2013-04-17 07:58), 1.3-2 (2013-04-19 19:53), 1.3-3 (2013-05-01 07:02), 1.3-4 (2016-02-11 08:27), 1.3-5 (2016-03-11 11:35), 1.3-6 (2016-04-15 08:32), 1.3-7 (2016-08-21 10:55), 1.3-8 (2016-10-27 11:17), 1.3-9 (2017-01-26 20:46), 1.4-0 (2017-06-05 20:19), 1.4-1 (2017-12-05 13:58), 1.4-2 (2018-01-21 20:10), 1.4-3 (2018-05-15 09:54), 1.4-4 (2018-09-14 07:30), 1.4-5 (2019-12-01 13:50), 1.4-6 (2020-02-13 08:10), 1.4-7 (2020-05-08 08:00), 1.4-8 (2020-05-31 23:30), 1.4-9 (2020-08-02 19:30), 1.5-0 (2021-01-20 12:50), 1.6-0 (2021-10-06 07:40), 1.6-1 (2022-03-03 13:20), 1.6-2 (2022-03-31 01:30), 1.6-3 (2022-04-13 13:12), 1.7-0 (2024-01-18 16:20)
Other packages that cited MCMCpack R package
View MCMCpack citation profile
Other R packages that MCMCpack depends,
imports, suggests or enhances
Complete documentation for MCMCpack
Functions, R codes and Examples using
the MCMCpack R package
Some associated functions: BayesFactor . Dirichlet . Euro2016 . HDPHMMnegbin . HDPHMMpoisson . HDPHSMMnegbin . HMMpanelFE . HMMpanelRE . InvGamma . InvWishart . MCMCSVDreg . MCMCbinaryChange . MCMCdynamicEI . MCMCdynamicIRT1d . MCMCfactanal . MCMChierEI . MCMChlogit . MCMChpoisson . MCMChregress . MCMCirt1d . MCMCirtHier1d . MCMCirtKd . MCMCirtKdRob . MCMClogit . MCMCmetrop1R . MCMCmixfactanal . MCMCmnl . MCMCnegbin . MCMCnegbinChange . MCMCoprobit . MCMCoprobitChange . MCMCordfactanal . MCMCpaircompare . MCMCpaircompare2d . MCMCpaircompare2dDP . MCMCpoisson . MCMCpoissonChange . MCMCprobit . MCMCprobitChange . MCMCquantreg . MCMCregress . MCMCregressChange . MCMCresidualBreakAnalysis . MCMCtobit . MCbinomialbeta . MCmultinomdirichlet . MCnormalnormal . MCpoissongamma . Nethvote . NoncenHypergeom . PErisk . PostProbMod . Rehnquist . SSVSquantreg . Senate . SupremeCourt . Wishart . choicevar . dtomogplot . make.breaklist . mptable . plot.qrssvs . plotChangepoint . plotHDPChangepoint . plotState . procrustes . read.Scythe . summaryqrssvs . testpanelGroupBreak . testpanelSubjectBreak . tomogplot . topmodels . vech . write.Scythe . xpnd .
Some associated R codes: BayesFactors.R . HDPHMMnegbin.R . HDPHMMpoisson.R . HDPHSMMnegbin.R . HMMpanelFE.R . HMMpanelRE.R . MCMCSVDreg.R . MCMCbinaryChange.R . MCMCdynamicEI.R . MCMCdynamicIRT1d-b.R . MCMCdynamicIRT1d.R . MCMCfactanal.R . MCMChierBetaBinom.R . MCMChierEI.R . MCMChlogit.R . MCMChpoisson.R . MCMChregress.R . MCMCirt1d.R . MCMCirtHier1d.R . MCMCirtKd.R . MCMCirtKdRob.R . MCMClogit.R . MCMCmetrop1R.R . MCMCmixfactanal.R . MCMCmnl.R . MCMCnegbin.R . MCMCnegbinChange.R . MCMCoprobit.R . MCMCoprobitChange.R . MCMCordfactanal.R . MCMCpack-package.R . MCMCpaircompare.R . MCMCpaircompare2d.R . MCMCpaircompare2dDP.R . MCMCpoisson.R . MCMCpoissonChange.R . MCMCprobit.R . MCMCprobitChange.R . MCMCquantreg.R . MCMCregress.R . MCMCregressChange.R . MCMCresidualBreakAnalysis.R . MCMCtobit.R . MCmodels.R . SSVSquantreg.R . SSVSquantregsummary.R . automate.R . btsutil.R . data.R . distn.R . hdp-utils.R . hidden-hmodels.R . hidden.R . make.breaklist.R . procrust.R . scythe.R . testpanelGroupBreak.R . testpanelSubjectBreak.R . tomog.R . utility.R . zzz.R . Full MCMCpack package functions and examples
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