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Greetings: I'm going to encourage some students to try Bayesian ideas for hierarchical models. I want to run the WinBUGS and R examples in Tony Lancaster's An Introduction to Modern Bayesian Econometrics. That features MS Windows and "bugs" from R2WinBUGS. Today, I want to ask how people are doing this in Linux? I have found a plethora of possibilities, some of which are not

...use the following code to reproduce results from Prof. Gelman's book, but have the listed error for R2WinBUGS version (the openbugs version is good). I am using R-2.6.1 on windows XP, and all the R packages are most current ones. schools.bug can be found at http://www.stat.columbia.edu/~gelman/bugsR/runningbugs.html . Can anyone help me to figure out what's going wrong? rm(list=ls()) library(R2WinBUGS) library ('BRugs') setwd('C:/bayesian/bda/codes/example_5_5') data(schools) J <- nrow(schools) y <- schools$estimate sigma.y <- schools$sd data <- list(J=J, y=y,...

...r 8 schools > # analysis from Section 5.5 of "Bayesian Data Analysis". > > # To run, the Bugs model must be in the file "schools.txt" in your working > # directory and you must load in the functions in the bugs.R file (see > # http://www.stat.columbia.edu/~gelman/bugsR/). > > J <- 8 > y <- c(28,8,-3,7,-1,1,18,12) > sigma.y <- c(15,10,16,11,9,11,10,18) > schools.data <- list ("J", "y", "sigma.y") > schools.inits <- function() + list (theta=rnorm(J,0,1), mu.theta=rnorm(1,0,100), + sigma.theta...

...o Ubuntu (Intrepid), and I'm trying to configure R to work with the Gelman and Hill _Data Analysis Using Regression and Multilevel/Hierarchical Models_. So far, it's not working. I start by following the instructions for installing arm and BRugs at <http://www.stat.columbia.edu/~gelman/bugsR/>. At first, it kept failing, but I kept installing more Ubuntu packages. Finally, I installed the science-statistics package, and things seemed to work: I got the required packages to show up as loaded when I run library(). When I run library(arm) (FWIW, I'm using ESS in Emacs), I get ,...

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?

Dear Gabor, Thank your for helping me so much! I have loaded R the newest version 2.1.1. Then I setup it in the path of D:\program files\R\ 1. unpack tools.zip into c:\cygwin 2. install Active perl in c:\Perl 3. install the mingw32 in c:\mingwin 4. add "c:\cygwin; c:\mingwin\bin" in "Control Panel -> System -> Advanced -> Environment Variables -> Path ->