articleJournal of Statistical SoftwareJan 1, 2011JADIAMOND OA

MCMCpack : Markov Chain Monte Carlo in R

ADAndrew D. MartinKMKevin M. QuinnJHJong Hee Park

Washington University in St. Louis · University of California, Berkeley · +1 more institution

Indexed incrossrefdoaj

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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Authors

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Topics & keywords

Topics
Keywords
  • Markov chain Monte Carlo
  • Computer science
  • Statistical inference
  • Markov chain
  • Bayesian probability
  • Bayesian inference
  • Monte Carlo method
  • Algorithm
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