[R] Support for Bayesian statistics in R

Chris Lawrence cnlawren at phy.olemiss.edu
Sun Aug 10 22:17:37 CEST 2003

On Aug 10, Kevin S. Van Horn wrote:
> 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?

There are several packages on CRAN that support various Bayesian
techniques.  I've had considerable success with Martin and Quinn's
MCMCpack which includes formulations of a number of common--and some
relatively uncommon--models in the social sciences (also requires the
"coda" package), but I believe there are several others as well.  You
can also interface with the separate BUGS/WinBUGS system (which uses
an R-like syntax for its own programming) if you need to do anything
that isn't "canned" already.

See http://scythe.wustl.edu/mcmcpack.html for MCMCpack, or search the
packages listing at http://cran.r-project.org/ for the word "Bayes."

Chris Lawrence <cnlawren at phy.olemiss.edu> - http://blog.lordsutch.com/

Computer Systems Manager, Physics and Astronomy, Univ. of Mississippi
125B Lewis Hall - 662-915-5765

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