Re: [R] MCMC in R

From: Uwe Ligges <ligges_at_statistik.uni-dortmund.de>
Date: Fri 28 Oct 2005 - 18:24:36 EST

han@cs.wisc.edu wrote:

> Dear R-helpers,
>
> Hi! All.
> I'm doing a project which needs MCMC simulation.
> I wonder whether there exists related packages in R.
> The only one I know is a MCMCpack package.
> What I want to do is implementing gibbs sampling and
> Metropolis-Hastings Algorithm to get the posterior
> of hierarchical bayesian models.
> Thanks in advance.

If you are on Windows, one idea might be to use CRAN package BRugs which in fact makes use of OpenBUGS - you have to use OpenBUGS syntax in your model file, though.
There is also JAGS (which runs also under Linux) by Martyn Plummer: http://www-fis.iarc.fr/~martyn/software/jags/

Uwe Ligges

> Jun
>
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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 Fri Oct 28 18:27:28 2005

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