Hi all, I would like to start to use R's MCMC abilities to compute answers in Bayesian statistics. I don't have any specific problems in mind yet, but I would like to be able to compute/sample posterior probabilities for low-dimensional custom models, as well as handle "standard" Bayesian cases like linear regression and hierarchical models.
R clearly has a lot of abilities in this area: http://cran.r-project.org/web/views/Bayesian.html --enough to be confusing! For instance, there are apparently three separate interfaces to JAGS, and I'm not even sure I want/need to interface to JAGS at all. Can someone please get me started? Are there a handful of "must-have" packages and software that everyone (who uses MCMC regularly) uses? Any responses are appreciated, -- Ben ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.