R: Markov Chain Monte Carlo (MCMC) Package

# Markov Chain Monte Carlo (MCMC) Package

## Documentation for package ‘MCMCpack’ version 1.4-0

- DESCRIPTION file.

## Help Pages

BayesFactor | Create an object of class BayesFactor from MCMCpack output
choicevar | Handle Choice-Specific Covariates in Multinomial Choice Models
ddirichlet | The Dirichlet Distribution
dinvgamma | The Inverse Gamma Distribution
Dirichlet | The Dirichlet Distribution
diwish | The Inverse Wishart Distribution
dnoncenhypergeom | The Noncentral Hypergeometric Distribution
dtomogplot | Dynamic Tomography Plot
dwish | The Wishart Distribution
HDPHMMnegbin | Markov Chain Monte Carlo for sticky HDP-HMM with a Negative Binomial outcome distribution
HDPHMMpoisson | Markov Chain Monte Carlo for sticky HDP-HMM with a Poisson outcome distribution
HDPHSMMnegbin | Markov Chain Monte Carlo for HDP-HSMM with a Negative Binomial outcome distribution
HMMpanelFE | Markov Chain Monte Carlo for the Hidden Markov Fixed-effects Model
HMMpanelRE | Markov Chain Monte Carlo for the Hidden Markov Random-effects Model
InvGamma | The Inverse Gamma Distribution
InvWishart | The Inverse Wishart Distribution
is.BayesFactor | Create an object of class BayesFactor from MCMCpack output
make.breaklist | Vector of break numbers
MCbinomialbeta | Monte Carlo Simulation from a Binomial Likelihood with a Beta Prior
MCMCbinaryChange | Markov Chain Monte Carlo for a Binary Multiple Changepoint Model
MCMCdynamicEI | Markov Chain Monte Carlo for Quinn's Dynamic Ecological Inference Model
MCMCdynamicIRT1d | Markov Chain Monte Carlo for Dynamic One Dimensional Item Response Theory Model
MCMCdynamicIRT1d_b | Markov Chain Monte Carlo for Dynamic One Dimensional Item Response Theory Model
MCMCfactanal | Markov Chain Monte Carlo for Normal Theory Factor Analysis Model
MCMChierEI | Markov Chain Monte Carlo for Wakefield's Hierarchial Ecological Inference Model
MCMChlogit | Markov Chain Monte Carlo for the Hierarchical Binomial Linear Regression Model using the logit link function
MCMChpoisson | Markov Chain Monte Carlo for the Hierarchical Poisson Linear Regression Model using the log link function
MCMChregress | Markov Chain Monte Carlo for the Hierarchical Gaussian Linear Regression Model
MCMCirt1d | Markov Chain Monte Carlo for One Dimensional Item Response Theory Model
MCMCirtHier1d | Markov Chain Monte Carlo for Hierarchical One Dimensional Item Response Theory Model, Covariates Predicting Latent Ideal Point (Ability)
MCMCirtKd | Markov Chain Monte Carlo for K-Dimensional Item Response Theory Model
MCMCirtKdRob | Markov Chain Monte Carlo for Robust K-Dimensional Item Response Theory Model
MCMClogit | Markov Chain Monte Carlo for Logistic Regression
MCMCmetrop1R | Metropolis Sampling from User-Written R function
MCMCmixfactanal | Markov Chain Monte Carlo for Mixed Data Factor Analysis Model
MCMCmnl | Markov Chain Monte Carlo for Multinomial Logistic Regression
MCMCnegbin | Markov Chain Monte Carlo for Negative Binomial Regression
MCMCnegbinChange | Markov Chain Monte Carlo for Negative Binomial Regression Changepoint Model
MCMCoprobit | Markov Chain Monte Carlo for Ordered Probit Regression
MCMCoprobitChange | Markov Chain Monte Carlo for Ordered Probit Changepoint Regression Model
MCMCordfactanal | Markov Chain Monte Carlo for Ordinal Data Factor Analysis Model
MCMCpoisson | Markov Chain Monte Carlo for Poisson Regression
MCMCpoissonChange | Markov Chain Monte Carlo for a Poisson Regression Changepoint Model
MCMCprobit | Markov Chain Monte Carlo for Probit Regression
MCMCprobitChange | Markov Chain Monte Carlo for a linear Gaussian Multiple Changepoint Model
MCMCquantreg | Bayesian quantile regression using Gibbs sampling
MCMCregress | Markov Chain Monte Carlo for Gaussian Linear Regression
MCMCregressChange | Markov Chain Monte Carlo for a linear Gaussian Multiple Changepoint Model
MCMCresidualBreakAnalysis | Break Analysis of Univariate Time Series using Markov Chain Monte Carlo
MCMCSVDreg | Markov Chain Monte Carlo for SVD Regression
MCMCtobit | Markov Chain Monte Carlo for Gaussian Linear Regression with a Censored Dependent Variable
MCmultinomdirichlet | Monte Carlo Simulation from a Multinomial Likelihood with a Dirichlet Prior
MCnormalnormal | Monte Carlo Simulation from a Normal Likelihood (with known variance) with a Normal Prior
MCpoissongamma | Monte Carlo Simulation from a Poisson Likelihood with a Gamma Prior
mptable | Calculate the marginal posterior probabilities of predictors being included in a quantile regression model.
Nethvote | Dutch Voting Behavior in 1989
NoncenHypergeom | The Noncentral Hypergeometric Distribution
PErisk | Political Economic Risk Data from 62 Countries in 1987
plot.qrssvs | Plot output from quantile regression stochastic search variable selection (QR-SSVS).
plotChangepoint | Posterior Density of Regime Change Plot
plotHDPChangepoint | Posterior Changepoint Probabilities from HDP-HMM
plotState | Changepoint State Plot
PostProbMod | Calculate Posterior Probability of Model
print.summary.qrssvs | Summarising the results of quantile regression stochastic search variable selection (QR-SSVS).
procrustes | Procrustes Transformation
rdirichlet | The Dirichlet Distribution
read.Scythe | Read a Matrix from a File written by Scythe
Rehnquist | U.S. Supreme Court Vote Matrix, Rehnquist Court (1994-2004)
rinvgamma | The Inverse Gamma Distribution
riwish | The Inverse Wishart Distribution
rnoncenhypergeom | The Noncentral Hypergeometric Distribution
rwish | The Wishart Distribution
Senate | 106th U.S. Senate Roll Call Vote Matrix
SSVSquantreg | Stochastic search variable selection for quantile regression
summary.qrssvs | Summarising the results of quantile regression stochastic search variable selection (QR-SSVS).
summaryqrssvs | Summarising the results of quantile regression stochastic search variable selection (QR-SSVS).
SupremeCourt | U.S. Supreme Court Vote Matrix
testpanelGroupBreak | A Test for the Group-level Break using a Multivariate Linear Regression Model with Breaks
testpanelSubjectBreak | A Test for the Subject-level Break using a Unitivariate Linear Regression Model with Breaks
tomogplot | Tomography Plot
topmodels | Shows an ordered list of the most frequently visited models sampled during quantile regression stochastic search variable selection (QR-SSVS).
vech | Extract Lower Triangular Elements from a Symmetric Matrix
Wishart | The Wishart Distribution
write.Scythe | Write a Matrix to a File to be Read by Scythe
xpnd | Expand a Vector into a Symmetric Matrix