[R] getting started on Bayesian analysis

F Z gerifalte28 at hotmail.com
Thu Sep 16 17:22:16 CEST 2004

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 

Good luck!


>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:
>All I can say is "watch this space" for future developments.
>R-help at stat.math.ethz.ch mailing list
>PLEASE do read the posting guide! 

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