[R] getting started on Bayesian analysis

[Martyn Plummer]

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