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 density functions and pseudo-random number generators for statistical distributions, a general purpose Metropolis sampling algorithm, and tools for visualization.

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Year of publication:	2011-06-14
Authors:	Martin, Andrew D. ; Quinn, Kevin M. ; Park, Jong Hee
Published in:	Journal of Statistical Software. - American Statistical Association. - Vol. 42.2011, i09
Publisher:	American Statistical Association

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Extent:	text/html
Type of publication:	Article
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009245481