Dear Marcus,

As others have pointed out, RJaCGH uses Reversible Jump MCMC to fit a non-homogeneous Hidden Markov Model to array CGH data, but it can be used for other applications too.
It can be easily adapted to homogeneous HMMs and even to mixed models. It also contains implementations of additional MCMC techniques such as delayed rejection or coupled parallel chains, so probably it is a good start for learning RJMCMC.
Hope it helps,
Oscar


On 17/4/11 01:31, "Marcus Vinicius" <mvinic@gmail.com> wrote:

Dear R users,
I´m studying about Bayesian Statistics. In this context, please, anyone have
some basic script of RJMCMC (Reversible Jump Markov chain Monte Carlo) in R
or WinBUGS?
My aim is to learn how to implement this methodology.
Thanks a lot.
Marcus Vinicius

        [[alternative HTML version deleted]]




Oscar M. Rueda, PhD.
Postdoctoral Research Fellow, Breast Cancer Functional Genomics.
Cancer Research UK Cambridge Research Institute.
Li Ka Shing Centre, Robinson Way.
Cambridge CB2 0RE
England



This communication is from Cancer Research UK. Our website is at www.cancerresearchuk.org. We are a registered charity in England and Wales (1089464) and in Scotland (SC041666) and a company limited by guarantee registered in England and Wales under number 4325234. Our registered address is Angel Building, 407 St John Street, London, EC1V 4AD. Our central telephone number is 020 7242 0200.
 
This communication and any attachments contain information which is confidential and may also be privileged.   It is for the exclusive use of the intended recipient(s).  If you are not the intended recipient(s) please note that any form of disclosure, distribution, copying or use of this communication or the information in it or in any attachments is strictly prohibited and may be unlawful.  If you have received this communication in error, please notify the sender and delete the email and destroy any copies of it.
 
E-mail communications cannot be guaranteed to be secure or error free, as information could be intercepted, corrupted, amended, lost, destroyed, arrive late or incomplete, or contain viruses.  We do not accept liability for any such matters or their consequences.  Anyone who communicates with us by e-mail is taken to accept the risks in doing so.
	[[alternative HTML version deleted]]

