Re: [R] RJMCMC.

From: Oscar Rueda <Oscar.Rueda_at_cancer.org.uk>
Date: Mon, 18 Apr 2011 09:11:59 +0100


Dear Marcus,

As others have pointed out, RJaCGH uses Reversible Jump MCMC to fit a non-homogeneous Hidden Markov Model to array CGH data, but it can be used for other applications too. It can be easily adapted to homogeneous HMMs and even to mixed models. It also contains implementations of additional MCMC techniques such as delayed rejection or coupled parallel chains, so probably it is a good start for learning RJMCMC. Hope it helps,
Oscar

On 17/4/11 01:31, "Marcus Vinicius" <mvinic_at_gmail.com> wrote:

Dear R users,
Im studying about Bayesian Statistics. In this context, please, anyone have some basic script of RJMCMC (Reversible Jump Markov chain Monte Carlo) in R or WinBUGS?
My aim is to learn how to implement this methodology. Thanks a lot.
Marcus Vinicius

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Oscar M. Rueda, PhD.
Postdoctoral Research Fellow, Breast Cancer Functional Genomics. Cancer Research UK Cambridge Research Institute. Li Ka Shing Centre, Robinson Way.
Cambridge CB2 0RE
England

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