[R] MCMC tutorials

[arinbasu@softhome.net]

Hi Ajay: 

A casual search of google using terms like "MCMC", "Markov Chains", "Monte 
Carlo", and "tutorial" pulled up over 4000 hits. A few links that may 
interest you, I thought, like: 

http://csep1.phy.ornl.gov/CSEP/MC/MC.html
http://www.stat.fi/isi99/proceedings/arkisto/varasto/gree0167.pdf
http://www.maths.soton.ac.uk/staff/Sahu/utrecht/
...
and so on. 

This one's a good start IMHO: 

http://www.statslab.cam.ac.uk/~mcmc/ 

Also, check out the following site since you love R: 

http://www.bus.ualberta.ca/telrod/SToBugs.htm 

HTH, 

 -Arin Basu
Kolkata, India 

> 
> Message: 22
> Date: Sun, 13 Jun 2004 11:54:49 +0530
> From: Ajay Shah <ajayshah at mayin.org>
... I've lusted after markov chain monte carlo many times,
> but never quite done it. Is there a child's guide to MCMC on the net
> that I can consume? 
> 

> Ajay Shah                                                   Consultant
> ajayshah at mayin.org                      Department of Economic Affairs
> http://www.mayin.org/ajayshah           Ministry of Finance, New Delhi 
> 
>