Hi, In python there is a package called pymc3 for Bayesian parameter estimation with MCMC. I am curious if there is any equivalent package available for R. Any pointer will be highly appreciated.
Hi Christofer, Did you try web search? I entered 'R CRAN Bayesian parameter estimation with MCMC' and it came back with the following which seems relevant. https://cran.r-project.org/web/packages/airGR/vignettes/V02.2_param_mcmc.html There are other search results, such as: https://cran.r-project.org/web/packages/deBInfer/index.html You should note that using R does not exclude using pymc3 (or any other Python package) from R. The R package reticulate makes it easy to use python packages from an R session. See https://cran.r-project.org/web/packages/reticulate/index.html HTH, Eric On Sat, May 23, 2020 at 12:29 PM Christofer Bogaso <bogaso.christofer at gmail.com> wrote:> > Hi, > > In python there is a package called pymc3 for Bayesian parameter > estimation with MCMC. > > I am curious if there is any equivalent package available for R. > > Any pointer will be highly appreciated. > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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.
On Sat, 23 May 2020 14:58:34 +0530 Christofer Bogaso <bogaso.christofer at gmail.com> wrote:>Any pointer will be highly appreciated."Getting help with R" [1] describes several ways of looking for R-related things. In particular, there is a Bayesian CRAN Task View [2], which (as of now) has 52 occurrences of "MCMC". -- Best regards, Ivan [1] https://www.r-project.org/help.html [2] https://cran.r-project.org/view=Bayesian
On CRAN there are Task Views which are moderated lists and summaries of packages available for specific topics. The first one (alphabetically) is the Bayesian task view: https://cran.r-project.org/web/views/Bayesian.html which lists many packages for doing/learning Bayesian statistics using R. There are descriptions, categories, etc. Looking through that list you will see many packages that do McMC for Bayesian inference. On Sat, May 23, 2020 at 3:29 AM Christofer Bogaso <bogaso.christofer at gmail.com> wrote:> > Hi, > > In python there is a package called pymc3 for Bayesian parameter > estimation with MCMC. > > I am curious if there is any equivalent package available for R. > > Any pointer will be highly appreciated. > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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.-- Gregory (Greg) L. Snow Ph.D. 538280 at gmail.com