TY - JOUR AU - Martin, Andrew D. AU - Quinn, Kevin M. AU - Park, Jong Hee PY - 2011/06/14 Y2 - 2024/03/28 TI - MCMCpack: Markov Chain Monte Carlo in R JF - Journal of Statistical Software JA - J. Stat. Soft. VL - 42 IS - 9 SE - Articles DO - 10.18637/jss.v042.i09 UR - https://www.jstatsoft.org/index.php/jss/article/view/v042i09 SP - 1 - 21 AB - We introduce <b>MCMCpack</b>, 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, <b>MCMCpack</b> 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. ER -