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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]
First Published: 2003-02-21
Latest Update: 2022-04-13
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 14 Mar. 2025.
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
Downloads during the last 30 days
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