R tools for Bayesian Statistics

Introduction

The aim of this kernel is to present the most used R tools and softwares for Bayesian Statistics. I will publish later Kernels for almost all of these tools and where I will show using examples how they can be used.

R tools for Bayesian Softwares

JAGS software

JAGS website

JAGS: for Just Another Gibbs Sampler

http://mcmc-jags.sourceforge.net

Stan software

Website

Bayesian statistical inference with MCMC sampling

http://mc-stan.org

OpenBUGS software

OpenBUGS is a software package for performing Bayesian inference Using Gibbs Sampling

http://www.openbugs.net/w/FrontPage

R Packages with no external softwares (not all)

  • bang: Bayesian Analysis, No Gibbs

  • abc: Tools for Approximate Bayesian Computation (ABC)

  • BAEssd: Bayesian Average Error approach to Sample Size Determination

  • BANOVA: Hierarchical Bayesian ANOVA Models

  • BayesBinMix: Bayesian Estimation of Mixtures of Multivariate Bernoulli Distributions

  • BayesFM: Bayesian Inference for Factor Modeling

  • bayesloglin: Bayesian Analysis of Contingency Table Data

  • MCMCpack: Markov Chain Monte Carlo (MCMC) Package