Markov Chain Monte Carlo (MCMC) Package
Overview
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. Some useful utility functions such as density functions, pseudo-random number generators for statistical distributions, a general purpose Metropolis sampling algorithm, and tools for visualization are provided.
Install
Health
- OK13 OK2026-09-24
- ERROR12 OK, 1 ERROR2026-09-11
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK12 OK2026-04-25
Show 1 earlier changeHide 1 earlier change
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 75
- Examples that run
- 15%9 run in a plain check · 53 never run
- Exported functions with examples
- 90%
- Documented parameters
- 97%
- Return-value docs
- 93%
- Help pages citing references
- 71%
Downloads
Dependencies
Installing MCMCpack adds 5 packages (3 with compiled code, 3.0 MB of source tarballs). Heaviest: mcmc 1.5 MB, quantreg 903 KB, SparseM 540 KB.
Show the 48 most downloaded dependentsHide the 48 most downloaded dependents
and 45 more dependents and 19 packages that suggest it on CRAN ↗
Code & Tests
Datasets
People & History
Previously maintained by Andrew D. Martin (0.3-10 to 1.1-1).
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Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- 3.0.1Latest
- RR 3.0.0 released · 2013-04-03
- 2.15.12012-06-13 · diff ↗
Show 119 earlier eventsHide 119 earlier events
- RR 2.15.0 released · 2012-03-30
- 2.15.02012-03-02 · diff ↗
- 2.14.12011-11-14 · diff ↗
- RR 2.14.0 released · 2011-10-31
- 2.14.02011-10-24 · diff ↗
- 2.13.22011-09-21 · diff ↗
- 2.13.1
- RR 2.13.0 released · 2011-04-13
- 2.13.02011-02-27 · diff ↗
- 2.12.22011-01-31 · diff ↗
- 2.12.1
- RR 2.12.0 released · 2010-10-15
- RR 2.11.0 released · 2010-04-22
- RR 2.10.0 released · 2009-10-26
- 2.10.02009-06-04 · diff ↗ ·
removed 1 export
MCMCpoissonChangepointadded 5 exports
MCMCpoissonChange, MCMCquantreg, mptable, SSVSquantreg, topmodels - RR 2.9.0 released · 2009-04-17
- 2.9.02009-02-17 · diff ↗
- 2.8.12008-12-04 · diff ↗
- RR 2.8.0 released · 2008-10-20
- RR 2.7.0 released · 2008-04-22
- 2.7.02008-03-03 · diff ↗
- 2.6.12007-10-16 · diff ↗
- RR 2.6.0 released · 2007-10-03
- 2.6.02007-10-02 · diff ↗
- RR 2.5.0 released · 2007-04-24
- 2.5.02007-04-23 · diff ↗
- RR 2.4.0 released · 2006-10-03
- 2.4.02006-09-29 · diff ↗
- 2.3.12006-05-29 · diff ↗
- RR 2.3.0 released · 2006-04-24
- 2.3.02006-01-28 · diff ↗
- 2.2.12005-11-14 · diff ↗
- RR 2.2.0 released · 2005-10-06
- 2.2.02005-06-29 · diff ↗
- RR 2.1.0 released · 2005-04-18
- 2.1.02005-03-17 · diff ↗
- RR 2.0.0 released · 2004-10-04
- 2.0.0
- 1.7-12024-08-27 · diff ↗
- 1.7-02024-01-18 · diff ↗
- 1.6-32022-04-13 · diff ↗
- 1.6-22022-03-31 · diff ↗
- 1.6-12022-03-03 · diff ↗
- 1.6-0
- 1.5-02021-01-20 · diff ↗
- 1.4-92020-08-02 · diff ↗
- 1.4-82020-05-31 · diff ↗
- 1.4-72020-05-08 · diff ↗
- 1.4-62020-02-13 · diff ↗
- 1.4-52019-12-01 · diff ↗
- 1.4-42018-09-14 · diff ↗
- 1.4-32018-05-15 · diff ↗
- 1.4-2
- 1.4-12017-12-05 · diff ↗
- 1.4-02017-06-05 · diff ↗ ·
removed 1 export
MCMCmixfactanaladded 8 exports
HDPHMMnegbin, HDPHMMpoisson, HDPHSMMnegbin, MCMCnegbin, MCMCnegbinChange, MCMCresidualBreakAnalysis, is.BayesFactor, plotHDPChangepoint - 1.3-92017-01-26 · diff ↗
- 1.3-82016-10-27 · diff ↗
- 1.3-72016-08-21 · diff ↗
- 1.3-62016-04-15 · diff ↗
- 1.3-52016-03-11 · diff ↗
- 1.3-4
- 1.3-32013-05-01 · diff ↗
- 1.3-2
- 1.3-12013-04-17 · diff ↗
- 1.2-4.12013-04-07 · diff ↗
- 1.2-42012-06-14 · diff ↗
- 1.2-32012-04-16 · diff ↗
- 1.2-22012-03-03 · diff ↗
- 1.2-12011-11-14 · diff ↗ ·
added 5 exports
HMMpanelFE, HMMpanelRE, make.breaklist, testpanelGroupBreak, testpanelSubjectBreak - 1.1-52011-10-24 · diff ↗
- 1.1-42011-09-26 · diff ↗
- 1.1-32011-09-10 · diff ↗
- 1.1-12011-07-23 · diff ↗
- 1.0-112011-04-26 · diff ↗
- 1.0-102011-02-28 · diff ↗
- 1.0-9
- 1.0-82010-10-19 · diff ↗
- 1.0-72010-06-04 · diff ↗ ·
removed 3 exports
MCMCbinaryChange, MCMCdynamicIRT1d, MCMCirtKdHetadded 3 exports
mptable, SSVSquantreg, topmodels - 1.0-62010-05-11 · diff ↗
- 1.0-5
- 1.0-42009-09-08 · diff ↗
- 1.0-3
- 1.0-22009-07-18 · diff ↗ ·
removed 1 export
MCMCpoissonChangepointadded 2 exports
MCMCbinaryChange, MCMCpoissonChange - 1.0-12009-07-01 · diff ↗ ·
removed 5 exports
MCMCpoissonChange, MCMCquantreg, mptable, SSVSquantreg, topmodelsadded 2 exports
MCMCdynamicIRT1d, MCMCpoissonChangepoint - 0.9-62009-02-17 · diff ↗
- 0.9-5
- 0.9-42008-03-03 · diff ↗
- 0.9-32007-10-17 · diff ↗
- 0.9-22007-10-03 · diff ↗ ·
removed 2 exports
plotPostState, plotPostChangepointadded 2 exports
plotState, plotChangepoint - 0.9-1
- 0.8-22007-04-24 · diff ↗
- 0.8-1
- 0.7-42006-09-29 · diff ↗
- 0.7-32006-09-18 · diff ↗
- 0.7-2
- 0.7-12006-01-28 · diff ↗ ·
added 8 exports
BayesFactor, MCbinomialbeta, MCpoissongamma, MCnormalnormal, MCmultinomdirichlet, MCMCirtKdRob, MCMCSVDreg, PostProbMod - 0.6-62005-11-15 · diff ↗
- 0.6-52005-06-30 · diff ↗
- 0.6-42005-03-17 · diff ↗
- 0.6-32005-03-15 · diff ↗
- 0.6-22005-03-09 · diff ↗
- 0.6-1
- 0.5-22004-12-27 · diff ↗
- 0.5-12004-08-05 · diff ↗ ·
added 31 exports
ddirichlet, dinvgamma, diwish, dnoncenhypergeom, dtomogplot, dwish, MCMCbaselineEI, MCMCdynamicEI, MCMCfactanal, MCMChierEI, MCMCirt1d, MCMCirtKd, MCMClogit, MCMCmetrop1R, MCMCmixfactanal, MCMCoprobit, MCMCordfactanal, MCMCpanel, MCMCpoisson, MCMCprobit, MCMCregress, rdirichlet, read.Scythe, rinvgamma, riwish, rnoncenhypergeom, rwish, tomogplot, vech, write.Scythe and 1 more - 0.4-92004-07-04 · diff ↗
- RR 1.9.0 released · 2004-04-12
- 0.4-82004-02-17 · diff ↗
- 0.4-72004-02-05 · diff ↗
- 0.4-62003-11-24 · diff ↗
- 0.4-52003-11-18 · diff ↗
- 0.4-42003-11-15 · diff ↗
- RR 1.8.0 released · 2003-10-08
- 0.4-32003-09-12 · diff ↗
- 0.4-22003-07-24 · diff ↗
- 0.4-12003-06-11 · diff ↗
- RR 1.7.0 released · 2003-04-16
- 0.3-112003-03-20 · diff ↗
- 0.3-102003-02-21
- RR 1.6.0 released · 2002-10-01
Package metadata
- First published
- 2003-02-21
- Total releases
- 101 / 23 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.6
- Bundled data
- 95 KB / 6 files
- Download size
- 718 KB
Cite
Cite this package
Run in R for the authors' entry:
citation("MCMCpack")The package provides a citation file, so citation() returns the authors' own entry.
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