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MCMCpack

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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]

All associated links for this package

10.32614/CRAN.package.MCMCpack . https://CRAN.R-project.org/package=MCMCpack . MCMCpack citation info . MCMCpack results . MCMCpack.pdf . MCMCpack_1.7-1.tar.gz . MCMCpack_1.7-1.zip . MCMCpack_1.7-1.zip . MCMCpack_1.7-1.zip . MCMCpack_1.7-1.tgz . MCMCpack_1.7-1.tgz . MCMCpack_1.7-1.tgz . MCMCpack_1.7-1.tgz . MCMCpack archive . https://CRAN.R-project.org/package=MCMCpack .

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 16 Apr. 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

View MCMCpack dependency map

Complete documentation for MCMCpack

View documentation PDF

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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