Markov Chain Monte Carlo (MCMC) Package
Posterior Changepoint Probabilities from HDP-HMM
Markov Chain Monte Carlo for K-Dimensional Item Response Theory Model
Markov Chain Monte Carlo for Robust K-Dimensional Item Response Theory...
Markov Chain Monte Carlo for Logistic Regression
Metropolis Sampling from User-Written R function
Markov Chain Monte Carlo for Mixed Data Factor Analysis Model
Markov Chain Monte Carlo for Multinomial Logistic Regression
Markov Chain Monte Carlo for Negative Binomial Regression
Markov Chain Monte Carlo for Negative Binomial Regression Changepoint ...
Markov Chain Monte Carlo for Ordered Probit Regression
Markov Chain Monte Carlo for Ordered Probit Changepoint Regression Mod...
Markov Chain Monte Carlo for Ordinal Data Factor Analysis Model
Markov Chain Monte Carlo for a Pairwise Comparisons Model with Probit ...
Markov Chain Monte Carlo for the Two-Dimensional Pairwise Comparisons ...
Markov Chain Monte Carlo for the Two-Dimensional Pairwise Comparisons ...
Markov Chain Monte Carlo for Poisson Regression
Markov Chain Monte Carlo for a Poisson Regression Changepoint Model
Markov Chain Monte Carlo for Probit Regression
Markov Chain Monte Carlo for a linear Gaussian Multiple Changepoint Mo...
Bayesian quantile regression using Gibbs sampling
Markov Chain Monte Carlo for Gaussian Linear Regression
Markov Chain Monte Carlo for a linear Gaussian Multiple Changepoint Mo...
Break Analysis of Univariate Time Series using Markov Chain Monte Carl...
Markov Chain Monte Carlo for SVD Regression
Markov Chain Monte Carlo for Gaussian Linear Regression with a Censore...
Monte Carlo Simulation from a Multinomial Likelihood with a Dirichlet ...
Posterior Density of Regime Change Plot
Markov Chain Monte Carlo for the Hidden Markov Fixed-effects Model
Markov Chain Monte Carlo for the Hidden Markov Random-effects Model
The Inverse Wishart Distribution
Markov Chain Monte Carlo for One Dimensional Item Response Theory Mode...
Markov Chain Monte Carlo for Hierarchical One Dimensional Item Respons...
The Inverse Gamma Distribution
Create an object of class BayesFactor from MCMCpack output
Handle Choice-Specific Covariates in Multinomial Choice Models
The Dirichlet Distribution
Dynamic Tomography Plot
Markov Chain Monte Carlo for sticky HDP-HMM with a Negative Binomial o...
Markov Chain Monte Carlo for sticky HDP-HMM with a Poisson outcome dis...
Markov Chain Monte Carlo for HDP-HSMM with a Negative Binomial outcome...
Vector of break numbers
Monte Carlo Simulation from a Binomial Likelihood with a Beta Prior
Markov Chain Monte Carlo for a Binary Multiple Changepoint Model
Markov Chain Monte Carlo for Quinn's Dynamic Ecological Inference Mode...
Markov Chain Monte Carlo for Dynamic One Dimensional Item Response The...
Markov Chain Monte Carlo for Normal Theory Factor Analysis Model
Markov Chain Monte Carlo for Wakefield's Hierarchial Ecological Infere...
Markov Chain Monte Carlo for the Hierarchical Binomial Linear Regressi...
Markov Chain Monte Carlo for the Hierarchical Poisson Linear Regressio...
Markov Chain Monte Carlo for the Hierarchical Gaussian Linear Regressi...
Monte Carlo Simulation from a Normal Likelihood (with known variance) ...
Monte Carlo Simulation from a Poisson Likelihood with a Gamma Prior
Calculate the marginal posterior probabilities of predictors being inc...
The Noncentral Hypergeometric Distribution
Plot output from quantile regression stochastic search variable select...
Changepoint State Plot
Calculate Posterior Probability of Model
Procrustes Transformation
Read a Matrix from a File written by Scythe
Stochastic search variable selection for quantile regression
Summarising the results of quantile regression stochastic search varia...
A Test for the Group-level Break using a Multivariate Linear Regressio...
A Test for the Subject-level Break using a Unitivariate Linear Regress...
Tomography Plot
Shows an ordered list of the most frequently visited models sampled du...
Extract Lower Triangular Elements from a Symmetric Matrix
The Wishart Distribution
Write a Matrix to a File to be Read by Scythe
Expand a Vector into a Symmetric Matrix
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.