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
http://www-fis.iarc.fr/coda/
Good luck!
Francisco
From: Martyn Plummer <[EMAIL PROTECTED]>
To: [EMAIL PROTECTED]
CC: R-help mailing list <[EMAIL PROTECTED]>
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:
http://research.warnes.net/Members/warnes/R-MCMC/
All I can say is "watch this space" for future developments.
Martyn
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