Frank,
You might want to use a package that is associated with some textbook that can
give you guidance and examples. A lot of people would do this with WinBUGS,
which is usually run separately although it has some kind of R interface.
I'm sure there are lots of nice texts about that package.
You might have a look at the bayesm package. For that, you can find lots of
examples in a text on Bayes in marketing (Rossi et al.)
David Farrar
New River Analytic
540-818-7373
Frank Grex <franco@grex.cyberspace.org> wrote:
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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