Published by the Foundation for Open Access Statistics
Editors-in-chief: Bettina Grün, Torsten Hothorn, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
MCMCpack: Markov Chain Monte Carlo in R | Martin | Journal of Statistical Software
Authors: Andrew D. Martin, Kevin M. Quinn, Jong Hee Park
Title: MCMCpack: Markov Chain Monte Carlo in R
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.

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Paper: MCMCpack: Markov Chain Monte Carlo in R     Download PDF (Downloads: 18222)
MCMCpack_1.0-11.tar.gz: R source package Download (Downloads: 1483; 425KB)
v42i09.R: R example code from the paper Download (Downloads: 1621; 3KB) Example data Download (Downloads: 1711; 3MB)

DOI: 10.18637/jss.v042.i09

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.