Markov Chain Monte Carlo Small Area Estimation
Overview
Fit multi-level models with possibly correlated random effects using Markov Chain Monte Carlo simulation. Such models allow smoothing over space and time and are useful in, for example, small area estimation.
- small changes to C++ code for mapped sparse matrices to be compatible with Eigen 5.0 as used by upcoming version of RcppEigen
- added option of Polya-Gamma data augmentation for an approximate Gibbs sampler for gamma sampling distribution family
- support for faster rng via R package randompack
- deprecated arguments b0 and Q0 for normal prior mean and precision have been removed; now they must be specified through function pr_normal
From NEWS in the release
Install
Health
- OK13 OK2026-08-25
- ERROR12 OK, 1 ERROR2026-07-29
- OK13 OK2026-07-21
- ERROR11 OK, 1 ERROR2026-04-25
- NOTE12 OK, 2 NOTE2026-04-22
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- ERROR11 OK, 2 NOTE, 1 ERROR2026-04-18
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 92 (4 internal)includes a package overview page
- Examples that run
- 20%9 run in a plain check · 24 only when donttest examples are enabled (R CMD check --as-cran) · 11 never run
- Exported functions with examples
- 45%
- Documented parameters
- 97%
- Return-value docs
- 96%
- Help pages citing references
- 20%
Downloads
Dependencies
Installing mcmcsae adds 24 packages (15 with compiled code, 13 MB of source tarballs). Heaviest: loo 2.7 MB, Rcpp 1.8 MB, RcppEigen 1.7 MB.
Code & Tests
People & History
Pick two releases to compare their code metrics.
- 0.8.2Latest2026-10-17 · current release · diff ↗ ·
removed 3 exports
CG, create_cMVN_sampler, sim_marg_varadded 6 exports
apply_m, apply_tm, gamma_control, set_rng, upd_m, upd_tm - 0.8.12026-07-20 · diff ↗ ·
removed 1 export
negbin_controladded 11 exports
bayesR2, binomial_control, cMVN_control, f_multi, f_student_t, gaussian_control, loo, multinomial_control, negbinomial_control, student_t_control, waic - RR 4.6.0 released · 2026-04-24
- 0.8.0
- 0.7.92025-06-04 · diff ↗ ·
removed 1 export
splineadded 4 exports
negbin_control, poisson_control, set_constraints, splines - RR 4.5.0 released · 2025-04-11
- 0.7.82024-12-11 · diff ↗ ·
removed 4 exports
compute_GMRF_matrices, nchains, ndraws, nvarsadded 11 exports
GMRF_structure, create_cMVN_sampler, mc_offset, n_chains, n_draws, n_vars, pr_beta, pr_truncnormal, pr_unif, set_MH, sim_marg_var - RR 4.4.0 released · 2024-04-24
- 0.7.72024-02-27 · diff ↗ ·
removed 2 exports
bart, setup_CG_sampleradded 11 exports
AR1, RW1, RW2, brt, custom, f_gaussian_gamma, gen_control, iid, season, spatial, spline - 0.7.62023-12-02 · diff ↗
- 0.7.52023-10-10 · diff ↗ ·
removed 2 exports
maximize_llh, set_optsadded 6 exports
chol_control, f_gamma, maximize_log_lh_p, pr_MLiG, pr_gamma, pr_normal - 0.7.4
- 0.7.3
- RR 4.3.0 released · 2023-04-21
- 0.7.22023-02-04 · diff ↗
- 0.7.12022-09-02 · diff ↗
Show 6 earlier eventsHide 6 earlier events
- RR 4.2.0 released · 2022-04-22
- 0.7.02021-10-10 · diff ↗ ·
added 6 exports
CG, SBC_test, f_multinomial, f_poisson, setup_CG_sampler, to_draws_array - RR 4.1.0 released · 2021-05-18
- 0.6.0
- 0.5.02020-09-01
- RR 4.0.0 released · 2020-04-24
Package metadata
- First published
- 2020-09-01
- Total releases
- 15 / 6 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 4.1.0
- Download size
- 399 KB
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