| Authors: | Andrew D. Martin, Kevin M. Quinn, Jong Hee Park |
| Title: | [download] (6993)MCMCpack: Markov Chain Monte Carlo in R |
| Reference: | Vol. 42, Issue 9, Jun 2011 Submitted 2007-01-15, Accepted 2007-11-24 |
| Type: | Article |
| Abstract: | We introduce MCMCpack, an R package that contains functions to perform Bayesian inference using posterior simulation for a number of statistical models. In addition to code that can be used to fit commonly used models, MCMCpack also contains some useful utility functions, including some additional density functions and pseudo-random number generators for statistical distributions, a general purpose Metropolis sampling algorithm, and tools for visualization. |
| Paper: | [download] (6993)MCMCpack: Markov Chain Monte Carlo in R (application/pdf, 719.6 KB) |
| Supplements: | [download] (711)MCMCpack_1.0-11.tar.gz: R source package (application/x-gzip, 425.1 KB) |
| [download] (751)v42i09.R: R example code from the paper (application/octet-stream, 3.9 KB) |
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| [download] (829)v42i09-data.zip: Example data (application/zip, 3.7 MB) |
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| Resources: | BibTeX | OAI |
