Filewatcher File Search File Search
Content Search
» » » » »


R routines for Markov chain Monte Carlo model estimation

This is a set of routines for GNU R that implement various statistical and econometric models using Markov chain Monte Carlo (MCMC) estimation, which allows "solving" models that would otherwise be intractable with traditional techniques, particularly problems in Bayesian statistics (where one or more "priors" are used as part of the estimation procedure, instead of an assumption of ignorance about the "true" point estimates), although MCMC can also be used to solve frequentist statistical problems with uninformative priors. MCMC techniques are also preferable over direct estimation in the presence of missing data.

Currently implemented are a number of ecological inference (EI) routines (for estimating individual-level attributes or behavior from aggregate data, such as electoral returns or census results), as well as models for traditional linear panel and cross-sectional data, some visualization routines for EI diagnostics, two item-response theory (or ideal-point estimation) models, metric, ordinal, and mixed-response factor analysis, and models for Gaussian (linear) and Poisson regression, logistic regression (or logit), and binary and ordinal-response probit models.

The suggested packages (r-cran-bayesm, -eco, and -mnp) contain additional models that may also be useful for those interested in this package.

Package version:1.2-3-1


// MCMCpack README //

// Authors

Andrew D. Martin <>
Kevin M. Quinn <>
Jong Hee Park <>

// Compilation

This package (along with Scythe) uses C++ and the Standard Template
Library (STL).  We suggest using of the GCC compiler 4.0 or greater.  The
current package has been tested using GCC 4.0 on L


mcmcpack (1.2-3-1) unstable; urgency=low

  * New upstream release.

 -- Chris Lawrence <>  Sun, 13 May 2012 22:20:11 -0400

mcmcpack (1.2-2-1.1) unstable; urgency=low

  * Non-maintainer upload.
  * Fix "ftbfs with GCC-4.7": add patch gcc-4.7.patch ("this->" qualifier).
    (Closes: #667272)

 -- gregor herrmann <>  Tue, 08 May 2012 17:06:03 +0200

mcmcpack (1.


// Changes and Bug Fixes

1.2-2 to 1.2-3
  * fixed extraneous warnings in hidden.R (thanks to Jeffrey Arnold)
  * added make.breaklist.R
  * fixed example codes in HMMpanelFE.Rd and testpanelSubjectBreak.Rd
  * fixed testpanelSubjectBreak() to handle missing values in

1.2-1 to 1.2-2
  * fixed bug in dwish() (thanks to Taráz E. Buck)
  * fixed .onAttach() to no longer require pac


This package was debianized by Chris Lawrence <> on
Sun, 30 Mar 2003 08:10:27 -06

Browse inside r-cran-mcmcpack_1.2-3-1_kfreebsd-amd64.deb

         [DIR]DEBIAN/ (2)  65535+ mirrors
         [DIR]usr/ (2)  65535+ mirrors

Download r-cran-mcmcpack_1.2-3-1_kfreebsd-amd64.deb

Results 1 - 1 of 1
Help - FTP Sites List - Software Dir.
Search over 15 billion files
© 1997-2017