Current Volume | Browse | Search | RSSHome | Instructions for Authors | JSS Style Guide | Editorial Board

Authors: Andrew D. Martin, Kevin M. Quinn, Jong Hee Park
Title: [download]
(10470)
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]
(10470)
MCMCpack: Markov Chain Monte Carlo in R
(application/pdf, 719.6 KB)
Supplements: [download]
(1126)
MCMCpack_1.0-11.tar.gz: R source package
(application/x-gzip, 425.1 KB)
[download]
(1179)
v42i09.R: R example code from the paper
(application/octet-stream, 3.9 KB)
[download]
(1298)
v42i09-data.zip: Example data
(application/zip, 3.7 MB)
Resources: BibTeX | OAI
Creative Commons License
This work is licensed under the licenses
Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3)
Current Volume | Browse | Search | RSSHome | Instructions for Authors | JSS Style Guide | Editorial Board