I'm just starting to learn to use R, and although I'm seeing lots of functions aimed at doing orthodox statistical analyses, I don't see the same for Bayesian analyses. What support does R have for Bayesian statistics?
On Aug 10, Kevin S. Van Horn wrote:> I'm just starting to learn to use R, and although I'm seeing lots of > functions aimed at doing orthodox statistical analyses, I don't see the > same for Bayesian analyses. What support does R have for Bayesian > statistics?There are several packages on CRAN that support various Bayesian techniques. I've had considerable success with Martin and Quinn's MCMCpack which includes formulations of a number of common--and some relatively uncommon--models in the social sciences (also requires the "coda" package), but I believe there are several others as well. You can also interface with the separate BUGS/WinBUGS system (which uses an R-like syntax for its own programming) if you need to do anything that isn't "canned" already. See http://scythe.wustl.edu/mcmcpack.html for MCMCpack, or search the packages listing at http://cran.r-project.org/ for the word "Bayes." Chris -- Chris Lawrence <cnlawren at phy.olemiss.edu> - http://blog.lordsutch.com/ Computer Systems Manager, Physics and Astronomy, Univ. of Mississippi 125B Lewis Hall - 662-915-5765
"Kevin S. Van Horn" <kvanhorn at ksvanhorn.com> writes:> I'm just starting to learn to use R, and although I'm seeing lots of > functions aimed at doing orthodox statistical analyses, I don't see > the same for Bayesian analyses. What support does R have for Bayesian > statistics?Bayesian = Orthodox, depending on your religion. CODA, MCMCpack, etc. I've heard a nice claim from someone who I generally trust on bayesian statistics that R will run as fast as BUGS, but you've got to program it. But most of the tools that you would need are there. best, -tony -- A.J. Rossini rossini at u.washington.edu http://www.analytics.washington.edu/ Biomedical and Health Informatics University of Washington Biostatistics, SCHARP/HVTN Fred Hutchinson Cancer Research Center UW : FAX=206-543-3461 | moving soon to a permanent office FHCRC: 206-667-7025 FAX=206-667-4812 | Voicemail is pretty sketchy/use Email CONFIDENTIALITY NOTICE: This e-mail message and any attachme...{{dropped}}
> From: Kevin S. Van Horn [mailto:kvanhorn at ksvanhorn.com] > > I'm just starting to learn to use R, and although I'm seeing lots of > functions aimed at doing orthodox statistical analyses, I > don't see the > same for Bayesian analyses. What support does R have for Bayesian > statistics?I just bought a copy of "Bayesian Data Analysis", 2nd edition, by Gelman, Carlin, Stern & Rubin, at JSM. The Appendix C, "Example of computation in R and Bugs", points to http://www.stat.columbia.edu/~gelman/bugsR/, which has instructions/code for running WinBUGS from within R. Looks like that appendix is on that web site as well. HTH, Andy ------------------------------------------------------------------------------ Notice: This e-mail message, together with any attachments, contains information of Merck & Co., Inc. (Whitehouse Station, New Jersey, USA), and/or its affiliates (which may be known outside the United States as Merck Frosst, Merck Sharp & Dohme or MSD) that may be confidential, proprietary copyrighted and/or legally privileged, and is intended solely for the use of the individual or entity named on this message. If you are not the intended recipient, and have received this message in error, please immediately return this by e-mail and then delete it.