IDEAS home Printed from https://ideas.repec.org/a/jss/jstsof/v042i09.html
   My bibliography  Save this article

MCMCpack: Markov Chain Monte Carlo in R

Author

Listed:
  • Martin, Andrew D.
  • Quinn, Kevin M.
  • Park, Jong Hee

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.

Suggested Citation

  • Martin, Andrew D. & Quinn, Kevin M. & Park, Jong Hee, 2011. "MCMCpack: Markov Chain Monte Carlo in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 42(i09).
    • Handle: RePEc:jss:jstsof:v:042:i09
    DOI: http://hdl.handle.net/10.18637/jss.v042.i09
    as

    Download full text from publisher

    File URL: https://www.jstatsoft.org/index.php/jss/article/view/v042i09/v42i09.pdf
    Download Restriction: no
    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v042i09/MCMCpack_1.0-11.tar.gz
    Download Restriction: no
    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v042i09/v42i09.R
    Download Restriction: no
    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v042i09/v42i09-data.zip
    Download Restriction: no
    File URL: https://libkey.io/http://hdl.handle.net/10.18637/jss.v042.i09?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Martin, Andrew D. & Quinn, Kevin M., 2002. "Dynamic Ideal Point Estimation via Markov Chain Monte Carlo for the U.S. Supreme Court, 1953–1999," Political Analysis, Cambridge University Press, vol. 10(2), pages 134-153, April.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Rorie Spill Solberg & Stefanie A. Lindquist, 2006. "Activism, Ideology, and Federalism: Judicial Behavior in Constitutional Challenges Before the Rehnquist Court, 1986–2000," Journal of Empirical Legal Studies, John Wiley & Sons, vol. 3(2), pages 237-261, July.
    2. Xiaohong Yu & Zhaoyang Sun, 2022. "The company they keep: When and why Chinese judges engage in collegiality," Journal of Empirical Legal Studies, John Wiley & Sons, vol. 19(4), pages 936-1002, December.
    3. Steven Brams & D. Kilgour, 2013. "Kingmakers and leaders in coalition formation," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 41(1), pages 1-18, June.
    4. Arthur Dyevre & Nicolas Lampach, 2021. "Issue attention on international courts: Evidence from the European Court of Justice," The Review of International Organizations, Springer, vol. 16(4), pages 793-815, October.
    5. Keren Weinshall‐Margel, 2011. "Attitudinal and Neo‐Institutional Models of Supreme Court Decision Making: An Empirical and Comparative Perspective from Israel," Journal of Empirical Legal Studies, John Wiley & Sons, vol. 8(3), pages 556-586, September.
    6. Álvaro Bustos & Tonja Jacobi, 2014. "Strategic Judicial Preference Revelation," Journal of Law and Economics, University of Chicago Press, vol. 57(1), pages 113-137.
    7. Jule Krüger & Ragnhild Nordås, 2020. "A latent variable approach to measuring wartime sexual violence," Journal of Peace Research, Peace Research Institute Oslo, vol. 57(6), pages 728-739, November.
    8. Nuno Garoupa & Rok Spruk, 2024. "Measuring Political Institutions in the Long Run: A Latent Variable Analysis of Political Regimes, 1810–2018," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 173(3), pages 867-914, July.
    9. Justin Wedeking, 2010. "Supreme Court Litigants and Strategic Framing," American Journal of Political Science, John Wiley & Sons, vol. 54(3), pages 617-631, July.
    10. Sarel, Roee & Demirtas, Melanie, 2021. "Delegation in a multi-tier court system: Are remands in the U.S. federal courts driven by moral hazard?," European Journal of Political Economy, Elsevier, vol. 68(C).
    11. Benjamin H. Barton & Emily Moran, 2013. "Measuring Diversity on the Supreme Court with Biodiversity Statistics," Journal of Empirical Legal Studies, John Wiley & Sons, vol. 10(1), pages 1-34, March.
    12. Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis, 2018. "Inferring hawks and doves from voting records," European Journal of Political Economy, Elsevier, vol. 51(C), pages 107-120.
    13. Richard Holden & Michael Keane & Matthew Lilley, 2021. "Peer effects on the United States Supreme Court," Quantitative Economics, Econometric Society, vol. 12(3), pages 981-1019, July.
    14. Tasos Kalandrakis, 2006. "Roll Call Data and Ideal Points," Wallis Working Papers WP42, University of Rochester - Wallis Institute of Political Economy.
    15. Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis, 2015. "Hawks and Doves at the FOMC," CEPR Discussion Papers 10442, C.E.P.R. Discussion Papers.
    16. Cindy Cheng & Joan Barceló & Allison Spencer Hartnett & Robert Kubinec & Luca Messerschmidt, 2020. "COVID-19 Government Response Event Dataset (CoronaNet v.1.0)," Nature Human Behaviour, Nature, vol. 4(7), pages 756-768, July.
    17. Kyra Gmoser‐Daskalakis & Tyler A. Scott & Mark Lubell & Francesca P. Vantaggiato, 2023. "An item response approach to sea‐level rise policy preferences in a nascent subsystem," Review of Policy Research, Policy Studies Organization, vol. 40(6), pages 972-1003, November.
    18. Mónica D. Oliveira & Inês Mataloto & Panos Kanavos, 2019. "Multi-criteria decision analysis for health technology assessment: addressing methodological challenges to improve the state of the art," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 20(6), pages 891-918, August.
    19. Crane, Harry, 2017. "A hidden Markov model for latent temporal clustering with application to ideological alignment in the U.S. Supreme Court," Computational Statistics & Data Analysis, Elsevier, vol. 110(C), pages 19-36.
    20. Martin Andrew D. & Hazelton Morgan L.W., 2012. "What Political Science Can Contribute to the Study of Law," Review of Law & Economics, De Gruyter, vol. 8(2), pages 511-529, October.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:jss:jstsof:v:042:i09. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum (email available below). General contact details of provider: http://www.jstatsoft.org/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.