Friday, November 26, 2010

Computational tools for Bayesian analysis

The increasing number of R-oriented Bayesian computational tools such as MCMCpack, MCMCglmm, DPpackage, R-INLA, spBayes, have made BUGS less and less crucial for day to day Bayesian computation. Honestly, I cannot figure out a single analysis that BUGS can do but at least one of the above mentioned packages cannot.


Anonymous said...

This is a great post, but I'd love to see more about what each of the packages does, perhaps with one cool example per package!

Shige said...

I plan to write a paper on these comparisons.