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R Programming/Bayesian Methods

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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 WinBugsEdit

  • 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