[Rd] mcmc

[Iago Mosqueira]

Hello,

I am about to move all of my modelling work into R, and I have been
investigating the present state of MCMC and Bayesian methods in R.
Following a thread on the mailing list in 2000, I have looked at
mcmcpack and Hydra. Three years down the line, is there anything new in
this area? I have used both MCSim and WinBUGS in the past. The first one
seems promising, but is too focused towards toxicology work, and needs
some changes to accomodate sequential Bayesian models. WinBUGS is
closed, and runs in windows only. Somebody has posted recently a message
in the WinBUGS list asking for feedback on the posibility of developing
a Linux version, but that does not seem to be happening anytime soon.

What lines of work are being carried out at the moment? Can I esxpect
something new in the near future?

Regarding the possible use of MCSim (which translates a simple model
especification into C code and then compiles it) as a base for a R
package, what kind of questions should I look more carefully at?

Many thanks,


iago



MCSim:
http://toxi.ineris.fr/activites/toxicologie_quantitative/mcsim/mcsim.php