[R] getting started on Bayesian analysis

[Tamas K Papp]

I am an economist who decided it's high time that I learned some
Bayesian statistics.  I am following An Introduction to Modern
Bayesian Econometrics by T. Lancaster.

The book recommends using BUGS, but I wonder if there are any
alternatives which are free software and fully integrated to R (which
I have been using for more than two years for numerical computations.)
I would like to learn what R packages (or other software)
statisticians use for Bayesian analysis to R, if there are viable
alternatives to BUGS, etc.

A couple of references to relevant packages, books or online tutorials
would help me a lot.

Thanks

Tamas