Other packages > Find by keyword >

MCMCprecision  

Precision of Discrete Parameters in Transdimensional MCMC
View on CRAN: Click here


Download and install MCMCprecision package within the R console
Install from CRAN:
install.packages("MCMCprecision")

Install from Github:
library("remotes")
install_github("cran/MCMCprecision")

Install by package version:
library("remotes")
install_version("MCMCprecision", "0.4.0")



Attach the package and use:
library("MCMCprecision")
Maintained by
Daniel W. Heck
[Scholar Profile | Author Map]
First Published: 2017-04-03
Latest Update: 2019-12-05
Description:
Estimates the precision of transdimensional Markov chain Monte Carlo (MCMC) output, which is often used for Bayesian analysis of models with different dimensionality (e.g., model selection). Transdimensional MCMC (e.g., reversible jump MCMC) relies on sampling a discrete model-indicator variable to estimate the posterior model probabilities. If only few switches occur between the models, precision may be low and assessment based on the assumption of independent samples misleading. Based on the observed transition matrix of the indicator variable, the method of Heck, Overstall, Gronau, & Wagenmakers (2019, Statistics & Computing, 29, 631-643) draws posterior samples of the stationary distribution to (a) assess the uncertainty in the estimated posterior model probabilities and (b) estimate the effective sample size of the MCMC output.
How to cite:
Daniel W. Heck (2017). MCMCprecision: Precision of Discrete Parameters in Transdimensional MCMC. R package version 0.4.0, https://cran.r-project.org/web/packages/MCMCprecision. Accessed 01 Apr. 2025.
Previous versions and publish date:
0.3.6 (2017-04-03 08:17), 0.3.7 (2017-08-04 15:48), 0.3.8 (2018-04-08 19:11), 0.3.9 (2018-08-10 15:40)
Other packages that cited MCMCprecision R package
View MCMCprecision citation profile
Other R packages that MCMCprecision depends, imports, suggests or enhances
Complete documentation for MCMCprecision
Downloads during the last 30 days
03/0203/0303/0403/0503/0603/0703/0803/0903/1003/1103/1203/1303/1403/1503/1603/1703/1803/1903/2003/2103/2203/2303/2403/2503/2603/2703/2803/2903/3003/31Downloads for MCMCprecision5101520253035404550556065TrendBars

Today's Hot Picks in Authors and Packages

eSIR  
Extended State-Space SIR Models
An implementation of extended state-space SIR models developed by Song Lab at UM school of Public H ...
Download / Learn more Package Citations See dependency  
shinyBS  
Twitter Bootstrap Components for Shiny
Adds additional Twitter Bootstrap components to Shiny. ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
samplesize  
Sample Size Calculation for Various t-Tests and Wilcoxon-Test
Computes sample size for Student's t-test and for the Wilcoxon-Mann-Whitney test for categorical dat ...
Download / Learn more Package Citations See dependency  
simplevis  
Wrappers to Simplify Beautiful "ggplot2" and "leaflet" Visualisation
Wrapper functions around the amazing 'leaflet' package that aims to simplify 'leaflet' visualisatio ...
Download / Learn more Package Citations See dependency  
gasmodel  
Generalized Autoregressive Score Models
Estimation, forecasting, and simulation of generalized autoregressive score (GAS) models of Creal, ...
Download / Learn more Package Citations See dependency  

23,842

R Packages

207,311

Dependencies

64,420

Author Associations

23,781

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA