Package: rcranmcmcpack (1.231)
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 Homepage [mcmcpack.wustl.edu]
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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 individuallevel attributes or behavior from aggregate data, such as electoral returns or census results), as well as models for traditional linear panel and crosssectional data, some visualization routines for EI diagnostics, two itemresponse theory (or idealpoint estimation) models, metric, ordinal, and mixedresponse factor analysis, and models for Gaussian (linear) and Poisson regression, logistic regression (or logit), and binary and ordinalresponse probit models.
The suggested packages (rcranbayesm, eco, and mnp) contain additional models that may also be useful for those interested in this package.
Other Packages Related to rcranmcmcpack





 dep: libc6 (>= 2.2)
 Embedded GNU C Library: Shared libraries
also a virtual package provided by libc6udeb

 dep: libgcc1 (>= 1:4.1.1)
 GCC support library

 dep: libstdc++6 (>= 4.6)
 GNU Standard C++ Library v3

 dep: rbasecore (>= 2.15.01)
 GNU R core of statistical computation and graphics system

 dep: rcrancoda (>> 0.113)
 Output analysis and diagnostics for MCMC simulations in R

 dep: rcranmass
 GNU R package of Venables and Ripley's MASS

 sug: rcranbayesm
 GNU R package for Bayesian inference

 sug: rcraneco
 GNU R routines for Bayesian ecological inference

 sug: rcranmnp
 GNU R package for fitting multinomial probit (MNP) models
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