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


cbw

This is a R package that has functions to perform the Bayes analysis of regression models, regression models with heteroskedasticity, SUR models, multivariate regressions, binary probit, Poisson regressions, panel models and spline regressions.


betel2

This is a R package that has functions to perform the Bayes analysis in Chib, Shin and Simoni (2018, JASA).


czfactor

This is a R package that has functions to perform the Bayes analysis in Chib and Zeng (2020, JBES).


czzg

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).


bayesrdd

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).


bayesnonpar

This is a R package that has functions to perform the spline regression with DPM errors developed in Chib and Greenberg (2010, JoE).



If there are any questions, please contact chib@wustl.edu


Siddhartha Chib's home page