Mcmcpack

MCMCpack: Markov chain Monte Carlo (MCMC) Package. This package contains functions to perform Bayesian inference using posterior simulation for a number of statistical models. Most simulation is done in compiled C++ written in the Scythe Statistical Library Version 1.0.3. All models return coda mcmc objects that can then be summarized using the coda package. 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.


References in zbMATH (referenced in 62 articles )

Showing results 21 to 40 of 62.
Sorted by year (citations)
  1. Bouranis, Lampros; Friel, Nial; Maire, Florian: Model comparison for Gibbs random fields using noisy reversible jump Markov chain Monte Carlo (2018)
  2. Draxler, Clemens: Bayesian conditional inference for Rasch models (2018)
  3. Edgar Merkle; Yves Rosseel: blavaan: Bayesian Structural Equation Models via Parameter Expansion (2018) not zbMATH
  4. Haselimashhadi, H.; Vinciotti, V.; Yu, K.: A novel Bayesian regression model for counts with an application to health data (2018)
  5. Ho, Lam Si Tung; Xu, Jason; Crawford, Forrest W.; Minin, Vladimir N.; Suchard, Marc A.: Birth/birth-death processes and their computable transition probabilities with biological applications (2018)
  6. Mair, Patrick: Modern psychometrics with R (2018)
  7. Okada, Kensuke; Mayekawa, Shin-ichi: Post-processing of Markov chain Monte Carlo output in Bayesian latent variable models with application to multidimensional scaling (2018)
  8. Parisi, Antonio; Liseo, B.: Objective Bayesian analysis for the multivariate skew-(t) model (2018)
  9. Wagner Bonat: Multiple Response Variables Regression Models in R: The mcglm Package (2018) not zbMATH
  10. Brunero Liseo, Antonio Parisi: Objective Bayesian analysis for the multivariate skew-t model (2017) arXiv
  11. Chen Dong; Michel Wedel: BANOVA: An R Package for Hierarchical Bayesian ANOVA (2017) not zbMATH
  12. Dixit, Anand; Roy, Vivekananda: MCMC diagnostics for higher dimensions using Kullback Leibler divergence (2017)
  13. Dries Benoit and Dirk Van den Poel: bayesQR: A Bayesian Approach to Quantile Regression (2017) not zbMATH
  14. Härdle, Karl Wolfgang; Okhrin, Ostap; Okhrin, Yarema: Basic elements of computational statistics (2017)
  15. Mauricio Sarrias and Ricardo Daziano: Multinomial Logit Models with Continuous and Discrete Individual Heterogeneity in R: The gmnl Package (2017) not zbMATH
  16. Nalan Baştürk and Stefano Grassi and Lennart Hoogerheide and Anne Opschoor and Herman van Dijk: The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference (2017) not zbMATH
  17. Schaarschmidt, Frank; Gerhard, Daniel; Vogel, Charlotte: Simultaneous confidence intervals for comparisons of several multinomial samples (2017)
  18. Bayerstadler, Andreas; van Dijk, Linda; Winter, Fabian: Bayesian multinomial latent variable modeling for fraud and abuse detection in health insurance (2016)
  19. Leung, Dennis; Drton, Mathias: Order-invariant prior specification in Bayesian factor analysis (2016)
  20. Xavier Fernández-i-Marín: ggmcmc: Analysis of MCMC Samples and Bayesian Inference (2016) not zbMATH