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 an R package that has functions to perform the Bayes analysis of many different models.
This is an R package that has functions to perform the Bayes analysis in Chib, Shin and Simoni (2018, JASA).
This is an R package that has functions to perform the Bayes analysis in Chib and Zeng (2020, JBES).
This is an 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 an R package that has functions to perform the spline regression with DPM errors developed in Chib and Greenberg (2010, JoE).
This is an R package that does the Bayesian analysis of treatment effect models with confounding without the joint distribution of counterfactuals developed in Chib (2007, JoE).
This is an R package that does Bayes factor selection under change points, as developed in Chib and Simon (2025).
This is an R package that does VAR analysis under change points, as developed in Peluso, Chib and Mira (2025).
This is an R package that does Bayes Fama–MacBeth regressions with traded and non-traded factors.
This is an R package that has functions to perform the nonparametric Bayes analysis of RDD models as developed in Chib, Greenberg and Simoni (2018).
This is an R package that does Bayes anomaly detection under model uncertainty and EFDR control.
This is an R package that does Bayes DiD estimation with staggered treatments.