R help - Apr 2011 - RJMCMC.

Dear R users,
I´m studying about Bayesian Statistics. In this context, please, anyone have
some basic script of RJMCMC (Reversible Jump Markov chain Monte Carlo) in R
or WinBUGS?
My aim is to learn how to implement this methodology.
Thanks a lot.
Marcus Vinicius

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Hi:

library(sos)      # install first if you don't already have it

findFn('reversible jump')

It appears that a good starting point might be the RJaCGH package,
which is concerned with reversible jump MCMC in CGH arrays. Other
possiblilities may be found in the bim, evdbayes and ape packages.

HTH,
Dennis

On Sat, Apr 16, 2011 at 5:31 PM, Marcus Vinicius <mvinic at gmail.com>
wrote:
> Dear R users,
> I?m studying about Bayesian Statistics. In this context, please, anyone
have
> some basic script of RJMCMC (Reversible Jump Markov chain Monte Carlo) in R
> or WinBUGS?
> My aim is to learn how to implement this methodology.
> Thanks a lot.
> Marcus Vinicius
>
> ? ? ? ?[[alternative HTML version deleted]]
>
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
>

Dear Marcus,

As others have pointed out, RJaCGH uses Reversible Jump MCMC to fit a
non-homogeneous Hidden Markov Model to array CGH data, but it can be used for
other applications too.
It can be easily adapted to homogeneous HMMs and even to mixed models. It also
contains implementations of additional MCMC techniques such as delayed rejection
or coupled parallel chains, so probably it is a good start for learning RJMCMC.
Hope it helps,
Oscar


On 17/4/11 01:31, "Marcus Vinicius" <mvinic@gmail.com> wrote:

Dear R users,
I´m studying about Bayesian Statistics. In this context, please, anyone have
some basic script of RJMCMC (Reversible Jump Markov chain Monte Carlo) in R
or WinBUGS?
My aim is to learn how to implement this methodology.
Thanks a lot.
Marcus Vinicius

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Oscar M. Rueda, PhD.
Postdoctoral Research Fellow, Breast Cancer Functional Genomics.
Cancer Research UK Cambridge Research Institute.
Li Ka Shing Centre, Robinson Way.
Cambridge CB2 0RE
England



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