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GNU 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:1.0-7-1


// 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 (1.0-7-1) unstable; urgency=low

  * New upstream release.

 -- Chris Lawrence <>  Wed, 07 Jul 2010 03:47:13 -0500

mcmcpack (1.0-6-1) unstable; urgency=low

  * New upstream release.

 -- Chris Lawrence <>  Thu, 13 May 2010 02:03:43 -0500

mcmcpack (1.0-5-2) unstable; urgency=low

  * Update dependencies for VR bundle split.

 -- Chris Lawrence <lawr


// Changes and Bug Fixes

1.0-6 to 1.0-7
  * slight modifications to internals of rinvgamma to make parameterization 
    more clear [thanks to Daniel Runcie and Richard Morey]
  * fixed some NAMESPACE issues with SSVSquantreg and its methods [written by Craig

1.0-5 to 1.0-6
  * added SSVSquantreg [written by Craig Reed]
  * added functions to handle SSVSquantreg output [written 


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

Browse inside r-cran-mcmcpack_1.0-7-1_mips.deb

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