rpackages.htm
R Packages for Bayesian Inference
Overview
These are fully-functional R-packages in binary form for some of the problems
mentioned on the home page. Please see the source papers there
for further information as needed.
Before installing the packages on this page, please read this.
If there are any questions, please contact
chib@wustl.edu.
This is a R package that has functions to perform the Bayes analysis of models covered in DAT537.
This is a R package that has functions to perform the Bayes analysis in Chib, Shin and Simoni (2018, JASA).
This is a R package that has functions to perform the Bayes analysis in Chib and Zeng (2020, JBES).
This is a R package that has functions to perform the Bayes analysis in Chib and Zeng (2020, JBES) and Chib,
Zeng and Zhao (2020, Journal of Finance).
This is a R package that has functions to perform the nonparametric Bayes analysis of RDD models as developed in Chib, Greenberg
and Simoni (2018).
This is a R package that has functions to perform the spline regression with DPM errors developed in Chib and Greenberg (2010, JoE).
This is a R package that does Bayes Fama-Macbeth regressions with traded and non-traded factors. Details of the procedure will
appear in a new paper that will be available soon.