On Jan 19, 2012, at 6:07 PM, Rich Shepard wrote:

> On Thu, 19 Jan 2012, C W wrote:
> 
>> I am trying to learn Bayesian inference and Bayesian data analysis, I am
>> new in the field.  Would any experts on the list recommend any good sites
>> or materials for beginners?
>> 
>> My approach is to learn and understand the theory first, then program
>> on my own using R, though I see there are already packages.
> 
>  I'm far from an expert, but why not avoid re-inventing the wheel while you
> learn? Buy and read Jim Albert's "Bayesian Computation with R".
> 
>  If you're a population ecologist (or willing to extend pesented examples
> and ideas to communities and ecosystems), Ben Bolker's "Ecological Models
> and Data in R" explains when Bayesian and frequentist approaches each have
> advantages over the other.
> 
> Rich



Another reference would be:

Doing Bayesian Data Analysis by Kruschke
http://doingbayesiandataanalysis.blogspot.com/

It is based upon the use of R and BUGS, but was just updated so that the 
download of the book's code examples also includes the use of JAGS code, which 
is more easily used on OS's other than Windows.

HTH,

Marc Schwartz

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