MCMCpack: Markov Chain Monte Carlo in R

Andrew D. Martin, Kevin M. Quinn and Jong Hee Park

Journal of Statistical Software, 2011, vol. 042, issue i09

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.

Date: 2011-06-14
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Citations: View citations in EconPapers (80)

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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:042:i09

DOI: 10.18637/jss.v042.i09

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