[R] books about MCMC to use MCMC R packages?

Molins, Jordi Jordi.Molins at drkw.com
Fri Sep 23 09:37:48 CEST 2005

Dear list users,

I need to learn about MCMC methods, and since there are several packages in
R that deal with this subject, I want to use them. 

I want to buy a book (or more than one, if necessary) that satisfies the
following requirements:

- it teaches well MCMC methods;

- it is easy to implement numerically the ideas of the book, and notation
and concepts are similar to the corresponding R packages that deal with MCMC

I have done a search and 2 books seem to satisfy my requirements:

- Markov Chain Monte Carlo In Practice, by W.R. Gilks and others.

- Monte Carlo Statistical methods, Robert and Casella.

What do people think about these books? Is there a suggestion of some other
book that could satisfy better my requirements?

Thank you very much in advance.

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