文章基本信息

标题：MCMCpack: Markov Chain Monte Carlo in R
本地全文：下载
作者：Andrew D. Martin ; Kevin M. Quinn ; Jong Hee Park 等
期刊名称：Journal of Statistical Software
印刷版ISSN：1548-7660
电子版ISSN：1548-7660
出版年度：2011
卷号：42
期号：1
页码：1-21
语种：English
出版社：University of California, Los Angeles
摘要：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.