[R] Bayesian data mining

From: Frank Grex <franco_at_grex.cyberspace.org>
Date: Mon 25 Dec 2006 - 23:25:33 GMT

Hi, I need a help to know whether I can perform the following in R: I have a set of observations (Ns) and each observation is drawn from a poisson distribution with an unkown mean, lambda. The set of lambdas in their turn are drawn from a common prior distribution which is supposed to be a a mixture of two gamma distributions. Is there a way to determine the poisson means in R, given the Ns and the probabilities?
And how can one determine the two alphas and the two betas of the gamma mixtures? I am assuming there will be an MLE somewhere. This is to help me understand and apply William DuMouchel concept of datamining especially in his article: "Bayesian data mining in large frequency tables". Thanks

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