2011
DOI: 10.18637/jss.v042.i09
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MCMCpack: Markov Chain Monte Carlo inR

Abstract: 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.

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Cited by 540 publications
(411 citation statements)
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“…Bayesian analyses were computed using WinBUGS (Lunn et al, 2000), and the packages MCMCpack (Martin et al, 2011) and R2WinBUGS (Sturtz et al, 2005) in R 3.0.1 (R Core Team, 2013). The Bayesian approach allows obtaining a posterior distribution of the parameters (e.g., regression slopes) given the data and existing knowledge (priors) for these parameters (McCarthy and Masters, 2005;McCarthy, 2007).…”
Section: Discussionmentioning
confidence: 99%
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“…Bayesian analyses were computed using WinBUGS (Lunn et al, 2000), and the packages MCMCpack (Martin et al, 2011) and R2WinBUGS (Sturtz et al, 2005) in R 3.0.1 (R Core Team, 2013). The Bayesian approach allows obtaining a posterior distribution of the parameters (e.g., regression slopes) given the data and existing knowledge (priors) for these parameters (McCarthy and Masters, 2005;McCarthy, 2007).…”
Section: Discussionmentioning
confidence: 99%
“…This represents a clear advantage, because allows to directly compute the probability that a parameter has a particular value rather than the probability to obtain a particular type of data given some null hypothesis (Ke´ry, 2010). The posterior distributions were obtained with the computation of Markov chain Monte Carlo (MCMC), which is the method commonly used to fit models using a Bayesian approach (Martin et al, 2011). For each analysis, a Markov chain of length 11 000 was estimated, discarding the first 1000 points as a burn-in.…”
Section: Discussionmentioning
confidence: 99%
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“…For categorical data with more than two categories (e.g., classifying participants to strategies A, B, and C), we modeled the probabilities i of belonging to the ith category based on the observed category counts using the multinomial functionassuming a uniform Dirichlet prior on the i s; those posteriors were directly approximated with the R function "MCmultinomdirichlet" from the R package "MCMCpack" (Martin, Quinn, & Park, 2011) using 1,000,000 samples.…”
Section: Appendix Amentioning
confidence: 99%