MCMCpack: Markov Chain Monte Carlo (MCMC) Package

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.

Version: 1.4-0
Depends: R (≥ 2.10.0), coda (≥ 0.11-3), MASS, stats
Imports: graphics, grDevices, lattice, methods, utils, mcmc, quantreg
Published: 2017-06-05
Author: Andrew D. Martin [aut], Kevin M. Quinn [aut], Jong Hee Park [aut,cre], Ghislain Vieilledent [ctb], Michael Malecki[ctb], Matthew Blackwell [ctb]
Maintainer: Jong Hee Park <jongheepark at>
License: GPL-3
NeedsCompilation: yes
SystemRequirements: gcc (>= 4.0)
Citation: MCMCpack citation info
Materials: README
In views: Bayesian, Distributions, Multivariate, Psychometrics, Survival
CRAN checks: MCMCpack results


Reference manual: MCMCpack.pdf
Package source: MCMCpack_1.4-0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: MCMCpack_1.4-0.tgz
OS X Mavericks binaries: r-oldrel: MCMCpack_1.4-0.tgz
Old sources: MCMCpack archive

Reverse dependencies:

Reverse depends: adaptsmoFMRI, anominate, bacr, BayesMed, bayespref, Bergm, CoinMinD, cudia, DMRMark, gset, HSROC, hzar, manet, optDesignSlopeInt, PhViD, R2GUESS, robustsae, RxCEcolInf, SimpleTable, uskewFactors
Reverse imports: BayesLCA, BayesSingleSub, blavaan, CARBayes, coarseDataTools, dnc, evolqg, fdrDiscreteNull, HKprocess, HWEBayes, MBSGS, MCPAN, miscF, mvst, NetworkChange, noncomplyR, NSUM, PANICr, PortRisk, radmixture, SensMap, SizeEstimation, sizeMat, sparsereg, spikeSlabGAM, ssmsn, starmie, StVAR, Zelig, ZeligEI
Reverse suggests: BayesDA, bayesGDS, DOBAD, dyn, frontier, glmmTMB, greta, harvestr, IPMpack, lsmeans, MultiBD, PLMIX, pscl, Rlda
Reverse enhances: emmeans


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