[R] MCMC

[Jim Ianelli]

I have found that coding models using the C++ library
with automatic differentiation (AD Model Builder, www.otter-rsch.com)
allows for a useful implementation of MCMC that is adaptive and
has the added benefit of working from the posterior mode
and the initial estimate of the covariance matrix for developing
reasonable multivariate jumping rules.  This software
can also be made to interface with R (or Splus excel etc)
through use of dll's.

Jim Ianelli

-----Original Message-----
From: owner-r-help at stat.math.ethz.ch
[mailto:owner-r-help at stat.math.ethz.ch]On Behalf Of John Logsdon
Sent: Thursday, March 16, 2000 3:56 AM
To: r-help at stat.math.ethz.ch
Subject: [R] MCMC


Hi

Does anyone know of any R coding/functions for MCMC approaches?  I am
currently using BUGS but I wonder if the bazaar has produced anything?  I
think I am pushing BUGS to it's limit and possibly past it at the moment.

John

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