MCMCpack: Markov Chain Monte Carlo in R

MCMCpack: Markov Chain Monte Carlo in R

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 d...

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Bibliographic Details
Main Authors: Andrew D. Martin, Kevin M. Quinn, Jong Hee Park
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2011-08-01
Series:Journal of Statistical Software
Subjects:
Bayesian inference
Markov chain Monte Carlo
R
Online Access:http://www.jstatsoft.org/v42/i09/paper
Description
Summary: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.
ISSN:1548-7660

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