MCMC

Douglas Bates · 2000-03-16T16:17:29Z

Martyn Plummer writes: > On 16-Mar-00 John Logsdon wrote: > > Does anyone know of any R coding/functions for MCMC approaches? I am > > currently using BUGS but I wonder if the bazaar has produced anything? I > > think I am pushing BUGS to it's limit and possibly past it at the moment. > I don't think you will find anything as polished as BUGS, but the > components are available for you to write your own custom MCMC program. > You have to do a lot of work by hand that is

Douglas Bates

Thu, Mar 16, 2000 8:17 AM

Martyn Plummer <plummer at iarc.fr> writes:

I don't know of any R code or packages presently available for MCMC.
However, it would be a very interesting project to design such code,
either for R or for omegahat.  The concept of a function closure in R
could be quite helpful.  I think Ross Ihaka and/or Robert Gentleman
wrote a paper once on how a Bayesian model would naturally be
expressed as a function closure.  

It took me a long time to understand what a function closure is and
why it would be useful (my thanks for Robert Gentleman and Duncan
Temple Lang for explaining it to me - repeatedly) but for applications
like this it is definitely worth the time to learn about it.
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MCMC

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