[R] MCMC in R

[Uwe Ligges]

han at cs.wisc.edu wrote:

> Dear R-helpers,
> 
> Hi! All.
> I'm doing a project which needs MCMC simulation.
> I wonder whether there exists related packages in R.
> The only one I know is a MCMCpack package.
> What I want to do is implementing gibbs sampling and
> Metropolis-Hastings Algorithm to get the posterior
> of hierarchical bayesian models.
> Thanks in advance.


If you are on Windows, one idea might be to use CRAN package BRugs which 
in fact makes use of OpenBUGS - you have to use OpenBUGS syntax in your 
model file, though.
There is also JAGS (which runs also under Linux) by Martyn Plummer:
http://www-fis.iarc.fr/~martyn/software/jags/

Uwe Ligges




> Jun
> 
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