I am an economist who decided it's high time that I learned some Bayesian statistics. I am following An Introduction to Modern Bayesian Econometrics by T. Lancaster. The book recommends using BUGS, but I wonder if there are any alternatives which are free software and fully integrated to R (which I have been using for more than two years for numerical computations.) I would like to learn what R packages (or other software) statisticians use for Bayesian analysis to R, if there are viable alternatives to BUGS, etc. A couple of references to relevant packages, books or online tutorials would help me a lot. Thanks Tamas
I've found Bayesian Methods: A Social and Behavioral Sciences Approach by Jeff Gill useful as an introduction. The examples are written in R and S with generalized scripts for doing a variety of problems. (Though I never got change-point analysis to successfully in R.) Best, Mark Hall Mark Hall Archaeological Research Facility UC Berkeley
On Wed, 2004-09-15 at 02:19, Tamas K Papp wrote:> I am an economist who decided it's high time that I learned some > Bayesian statistics. I am following An Introduction to Modern > Bayesian Econometrics by T. Lancaster. > > The book recommends using BUGS, but I wonder if there are any > alternatives which are free software and fully integrated to R (which > I have been using for more than two years for numerical computations.) > I would like to learn what R packages (or other software) > statisticians use for Bayesian analysis to R, if there are viable > alternatives to BUGS, etc.Bayesian analysis in R is relatively underdeveloped. However, Greg Warnes recently decided to get everyone involved with MCMC in R talking to each other. The current state of the art can be seen here: http://research.warnes.net/Members/warnes/R-MCMC/ All I can say is "watch this space" for future developments. Martyn
As far as I understand, WinBUGS is currently free (it might not stay free for ever though) and has an output analysis suite for R called CODA, translated from S-Plus by Martyn Plummer. You can read more about it at http://www-fis.iarc.fr/coda/ Good luck! Francisco>From: Martyn Plummer <plummer at iarc.fr> >To: tpapp at princeton.edu >CC: R-help mailing list <r-help at stat.math.ethz.ch> >Subject: Re: [R] getting started on Bayesian analysis >Date: Thu, 16 Sep 2004 13:00:15 +0200 > >On Wed, 2004-09-15 at 02:19, Tamas K Papp wrote: > > I am an economist who decided it's high time that I learned some > > Bayesian statistics. I am following An Introduction to Modern > > Bayesian Econometrics by T. Lancaster. > > > > The book recommends using BUGS, but I wonder if there are any > > alternatives which are free software and fully integrated to R (which > > I have been using for more than two years for numerical computations.) > > I would like to learn what R packages (or other software) > > statisticians use for Bayesian analysis to R, if there are viable > > alternatives to BUGS, etc. > >Bayesian analysis in R is relatively underdeveloped. However, Greg >Warnes recently decided to get everyone involved with MCMC in R talking >to each other. The current state of the art can be seen here: > >http://research.warnes.net/Members/warnes/R-MCMC/ > >All I can say is "watch this space" for future developments. >Martyn > >______________________________________________ >R-help at 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