R Programming/Bayesian Methods

Introduction R has lots of bayesian estimation procedures, much more than Stata or SAS. LearnBayes by Jim Albert bayesm by Peter Rossi and Rob McCulloch BaM by Jeff Gill arm package by Jennifer Hill and Andrew Gelman. MCMCpack package. mcsm package by Christian Robert and George Casella. umacs (link) by Jouni Kerman and Andrew Gelman. Interface with WinBugs WinBugs/OpenBugs is a popular statistical package for MCMC techniques. Andrew Gelman has some instruction to use R and WinBugs on his webpage There is also an interface with JAGS Resources Christian Robert and Jean Michel Marin The Bayesian Core (link including slides and R scripts) Jim Albert : Bayesian Computation with R, Use R!, Springer 2007. Christian Robert and George Casella Introducing Monte Carlo Methods with R, Use R!, Springer 2009 (link including the mcsm package). Peter Rossi, Greg Allenby, Robert McCulloch : Bayesian Statistics and Marketing and "bayesm" package. CRAN task view for bayesian statistics (link) References Maximum Likelihood Bootstrap