Re: [R] books about MCMC to use MCMC R packages?

From: Tony Plate <tplate_at_acm.org>
Date: Sat 24 Sep 2005 - 03:38:28 EST

I've found "Bayesian Data Analysis" by Gelman, Carlin, Stern & Rubin (2nd ed) to be quite useful for understanding how MCMC can be used for Bayesian models. It has a little bit of R code in it too.

Molins, Jordi wrote:
> Dear list users,
>
> I need to learn about MCMC methods, and since there are several packages in
> R that deal with this subject, I want to use them.
>
> I want to buy a book (or more than one, if necessary) that satisfies the
> following requirements:
>
> - it teaches well MCMC methods;
>
> - it is easy to implement numerically the ideas of the book, and notation
> and concepts are similar to the corresponding R packages that deal with MCMC
> methods.
>
> I have done a search and 2 books seem to satisfy my requirements:
>
> - Markov Chain Monte Carlo In Practice, by W.R. Gilks and others.
>
> - Monte Carlo Statistical methods, Robert and Casella.
>
> What do people think about these books? Is there a suggestion of some other
> book that could satisfy better my requirements?
>
> Thank you very much in advance.
>
>
>
>
> --------------------------------------------------------------------------------
> The information contained herein is confidential and is inte...{{dropped}}
>
> ______________________________________________
> R-help@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>



R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sat Sep 24 03:41:19 2005

This archive was generated by hypermail 2.1.8 : Sun 23 Oct 2005 - 17:42:23 EST